+52.0%
KR vs FLUT
-50.9%
+103.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | +5.1% | +2.5% | +2.5% | +5.1% |
| 3M | -8.2% | -9.2% | +1.1% | -8.4% |
| 6M | -18.0% | -8.2% | -9.8% | -18.1% |
| YTD | -4.8% | -53.2% | +48.5% | -7.0% |
| 1Y | -11.0% | -65.6% | +54.6% | -14.0% |
| 3Y | +37.7% | -43.6% | +81.2% | +35.7% |
| All | +52.0% | -50.9% | +103.0% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling