-32.5%
KEEL vs FLNC
-70.4%
+37.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.7% |
| 7D | +2.9% | -4.1% | +6.9% | +4.7% |
| 30D | +0.8% | -24.8% | +25.6% | +13.8% |
| 3M | -35.3% | -59.1% | +23.8% | -5.7% |
| 6M | +59.4% | -42.0% | +101.3% | +78.8% |
| YTD | +51.9% | -49.8% | +101.7% | +75.9% |
| 1Y | +75.0% | +43.1% | +31.9% | +24.9% |
| 3Y | +224.5% | -61.0% | +285.5% | +205.1% |
| All | -32.5% | -70.4% | +37.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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