+239.3%
KDP vs FLUT
-26.1%
+265.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +0.3% | -6.5% | +6.8% | +0.6% |
| 30D | +16.3% | +2.8% | +13.5% | +16.2% |
| 3M | +24.0% | -13.5% | +37.4% | +24.6% |
| 6M | +30.0% | -19.0% | +49.0% | +30.9% |
| YTD | +36.1% | -61.9% | +98.0% | +40.4% |
| 1Y | +46.8% | -63.2% | +110.1% | +51.6% |
| 3Y | +30.5% | -46.0% | +76.5% | +32.5% |
| 5Y | +17.9% | -51.8% | +69.7% | +19.5% |
| 10Y | +239.3% | -26.1% | +265.3% | +245.8% |
| All | +239.3% | -26.1% | +265.3% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling