+128.7%
KEY vs FLNC
-72.5%
+201.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +2.9% | -11.2% | +14.1% | +3.6% |
| 30D | +8.4% | -24.6% | +33.1% | +9.9% |
| 3M | -5.8% | -64.6% | +58.8% | -0.6% |
| 6M | +5.4% | -78.8% | +84.3% | +13.2% |
| YTD | +7.1% | -76.3% | +83.4% | +11.7% |
| 1Y | +26.8% | -71.2% | +98.0% | +29.5% |
| 3Y | +128.7% | -71.9% | +200.6% | +98.1% |
| All | +128.7% | -72.5% | +201.2% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling