+1,232.8%
KDP vs FLUT
+155.8%
+1,077.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -7.3% |
| 7D | -4.0% | -1.2% | -2.8% | -3.9% |
| 30D | +8.5% | +5.0% | +3.4% | +8.3% |
| 3M | +20.7% | -16.4% | +37.1% | +21.3% |
| 6M | +23.2% | -14.6% | +37.8% | +23.7% |
| YTD | +30.5% | -61.9% | +92.4% | +33.6% |
| 1Y | +35.9% | -65.0% | +100.9% | +39.4% |
| 3Y | +24.8% | -44.8% | +69.6% | +26.2% |
| 5Y | +13.4% | -49.9% | +63.3% | +14.4% |
| 10Y | +239.3% | -26.1% | +265.4% | +237.7% |
| All | +1,232.8% | +155.8% | +1,077.0% | +1,224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling