+174.5%
KDP vs FLUT
-9.7%
+184.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +1.3% | -1.6% | +2.9% | +1.3% |
| 30D | +6.0% | +7.7% | -1.8% | +5.6% |
| 3M | +9.2% | -0.7% | +9.9% | +9.1% |
| 6M | +14.7% | -11.2% | +25.8% | +15.0% |
| YTD | +19.2% | -53.4% | +72.6% | +22.0% |
| 1Y | +15.2% | -65.8% | +80.9% | +19.1% |
| 3Y | +6.0% | -44.9% | +50.9% | +7.4% |
| 5Y | +5.4% | -49.7% | +55.1% | +6.5% |
| All | +174.5% | -9.7% | +184.2% | +176.5% |
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