+260.1%
KDP vs FLUT
-25.6%
+285.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.7% |
| 7D | +8.2% | -1.5% | +9.7% | +8.3% |
| 30D | +18.4% | +3.4% | +14.9% | +18.2% |
| 3M | +29.2% | -12.5% | +41.7% | +29.8% |
| 6M | +32.3% | -18.5% | +50.7% | +33.2% |
| YTD | +38.5% | -61.6% | +100.1% | +42.9% |
| 1Y | +48.5% | -64.1% | +112.6% | +53.5% |
| 3Y | +32.5% | -44.5% | +76.9% | +34.4% |
| 5Y | +19.7% | -51.3% | +71.0% | +21.3% |
| All | +260.1% | -25.6% | +285.7% | +268.6% |
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