+45.9%
KDP vs FLUT
-63.7%
+109.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +0.3% | -6.5% | +6.8% | +1.2% |
| 30D | +16.3% | +2.8% | +13.5% | +15.9% |
| 3M | +24.0% | -13.5% | +37.4% | +25.5% |
| 6M | +30.0% | -19.0% | +49.0% | +32.0% |
| YTD | +36.1% | -61.9% | +98.0% | +42.9% |
| All | +45.9% | -63.7% | +109.6% | +53.7% |
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