+0.5%
KDP vs FLNC
-71.1%
+71.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.9% |
| 7D | -4.3% | -5.0% | +0.7% | -4.3% |
| 30D | +7.8% | -26.1% | +33.9% | +8.0% |
| 3M | -0.1% | -55.2% | +55.1% | +0.3% |
| 6M | +14.0% | -42.6% | +56.6% | +13.9% |
| YTD | +15.1% | -51.0% | +66.1% | +14.9% |
| 1Y | +18.5% | +43.3% | -24.8% | +16.1% |
| 3Y | +2.9% | -63.4% | +66.3% | +2.1% |
| All | +0.5% | -71.1% | +71.6% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling