+35.9%
KDP vs FLUT
-64.7%
+100.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -6.9% |
| 7D | -4.0% | -1.2% | -2.8% | -3.8% |
| 30D | +8.5% | +5.0% | +3.4% | +8.0% |
| 3M | +20.7% | -16.4% | +37.1% | +22.5% |
| 6M | +23.2% | -14.6% | +37.8% | +25.0% |
| YTD | +30.5% | -61.9% | +92.4% | +36.3% |
| 1Y | +35.9% | -65.0% | +100.9% | +42.4% |
| All | +35.9% | -64.7% | +100.6% | +42.4% |
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