+62.9%
KO vs FLUT
-43.3%
+106.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -1.1% | -3.6% | +2.5% | -1.0% |
| 30D | +1.6% | -0.3% | +1.9% | +1.6% |
| 3M | +5.8% | -12.6% | +18.4% | +5.8% |
| 6M | +14.3% | -8.0% | +22.3% | +14.3% |
| YTD | +27.3% | -54.1% | +81.4% | +28.3% |
| 1Y | +33.2% | -66.1% | +99.3% | +34.7% |
| All | +62.9% | -43.3% | +106.2% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling