+595.0%
KO vs FLUT
+2,067.0%
-1,471.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +0.4% | +3.8% | -3.4% | +0.4% |
| 30D | +1.5% | +6.3% | -4.8% | +1.4% |
| 3M | +11.8% | -4.0% | +15.9% | +11.8% |
| 6M | +16.2% | -10.3% | +26.5% | +16.3% |
| YTD | +28.1% | -53.2% | +81.3% | +28.8% |
| 1Y | +34.8% | -65.0% | +99.8% | +35.8% |
| 3Y | +65.5% | -43.9% | +109.4% | +65.9% |
| 5Y | +81.6% | -49.2% | +130.8% | +81.4% |
| 10Y | +176.7% | -9.2% | +185.9% | +176.3% |
| All | +595.0% | +2,067.0% | -1,471.9% | +628.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling