+120.6%
KRE vs FLUT
-10.4%
+131.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -1.1% | -2.6% | +1.5% | -0.7% |
| 30D | -3.4% | +5.4% | -8.8% | -4.2% |
| 3M | +3.7% | -10.8% | +14.5% | +4.7% |
| 6M | +14.8% | -9.2% | +24.0% | +15.3% |
| YTD | +14.7% | -53.8% | +68.5% | +25.0% |
| 1Y | +16.0% | -66.0% | +82.0% | +30.9% |
| 3Y | +84.3% | -44.7% | +128.9% | +95.5% |
| 5Y | +30.9% | -50.6% | +81.4% | +34.7% |
| All | +120.6% | -10.4% | +131.0% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling