+32.8%
KR vs FLUT
-42.9%
+75.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.3% |
| 7D | -3.1% | -2.6% | -0.5% | -3.1% |
| 30D | +0.6% | +5.4% | -4.8% | +0.7% |
| 3M | -9.8% | -10.8% | +1.0% | -9.9% |
| 6M | -22.1% | -9.2% | -12.9% | -22.2% |
| YTD | -8.1% | -53.8% | +45.7% | -9.8% |
| 1Y | -14.7% | -66.0% | +51.3% | -17.0% |
| All | +32.8% | -42.9% | +75.8% | +29.8% |
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