+16.2%
KDP vs FLUT
-52.1%
+68.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +9.7% | +9.3% | +0.5% | +9.2% |
| 3M | +17.6% | -17.5% | +35.1% | +18.7% |
| 6M | +25.8% | -14.6% | +40.4% | +26.7% |
| YTD | +33.9% | -62.3% | +96.1% | +39.1% |
| 1Y | +38.9% | -59.6% | +98.5% | +43.9% |
| 3Y | +26.8% | -45.3% | +72.1% | +29.2% |
| All | +16.2% | -52.1% | +68.3% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling