+4.0%
KDP vs FLNC
-67.0%
+71.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -0.1% |
| 7D | +2.1% | +6.0% | -3.9% | +2.0% |
| 30D | +8.5% | -16.3% | +24.8% | +8.5% |
| 3M | +6.6% | -54.1% | +60.7% | +7.0% |
| 6M | +17.1% | -25.3% | +42.4% | +16.7% |
| YTD | +19.0% | -44.2% | +63.2% | +18.8% |
| 1Y | +21.8% | +53.1% | -31.3% | +19.3% |
| 3Y | +6.4% | -58.3% | +64.8% | +5.6% |
| All | +4.0% | -67.0% | +71.0% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling