+2.4%
KDP vs FLNC
-63.7%
+66.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -2.0% |
| 7D | -4.3% | -5.0% | +0.7% | -4.3% |
| 30D | +7.8% | -26.1% | +33.9% | +7.7% |
| 3M | -0.1% | -55.2% | +55.1% | -0.3% |
| 6M | +14.0% | -42.6% | +56.6% | +13.7% |
| YTD | +15.1% | -51.0% | +66.1% | +14.7% |
| 1Y | +18.5% | +43.3% | -24.8% | +17.1% |
| All | +2.4% | -63.7% | +66.1% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling