+124.1%
KEY vs FLNC
-62.1%
+186.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.1% | +0.3% |
| 7D | -0.3% | -4.2% | +3.8% | -0.1% |
| 30D | -3.3% | -20.0% | +16.7% | -2.0% |
| 3M | -0.7% | -56.9% | +56.1% | +4.2% |
| 6M | +12.5% | -35.5% | +48.1% | +12.3% |
| YTD | +8.4% | -48.8% | +57.2% | +8.7% |
| 1Y | +18.4% | +49.3% | -30.8% | +3.7% |
| All | +124.1% | -62.1% | +186.3% | +111.1% |
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