+88.8%
KEYS vs FLNC
-70.4%
+159.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.7% |
| 7D | +3.5% | -4.1% | +7.6% | +3.9% |
| 30D | -4.5% | -24.8% | +20.3% | -1.3% |
| 3M | -0.4% | -59.1% | +58.7% | +9.8% |
| 6M | +19.1% | -42.0% | +61.1% | +22.2% |
| YTD | +66.7% | -49.8% | +116.5% | +70.9% |
| 1Y | +96.5% | +43.1% | +53.4% | +70.8% |
| 3Y | +155.2% | -61.0% | +216.1% | +136.7% |
| All | +88.8% | -70.4% | +159.2% | +62.8% |
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