+38.9%
KDP vs FLUT
-63.2%
+102.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | +9.7% | +9.3% | +0.5% | +8.8% |
| 3M | +17.6% | -17.5% | +35.1% | +19.8% |
| 6M | +25.8% | -14.6% | +40.4% | +28.0% |
| YTD | +33.9% | -62.3% | +96.1% | +45.0% |
| 1Y | +38.9% | -59.6% | +98.5% | +49.5% |
| All | +38.9% | -63.2% | +102.1% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling