+33.0%
KRE vs FLUT
-50.1%
+83.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +2.3% | +3.8% | -1.5% | +1.6% |
| 30D | -2.5% | +6.3% | -8.8% | -3.9% |
| 3M | +6.2% | -4.0% | +10.3% | +6.3% |
| 6M | +15.8% | -10.3% | +26.1% | +17.0% |
| YTD | +16.0% | -53.2% | +69.2% | +34.1% |
| 1Y | +16.2% | -65.0% | +81.2% | +42.4% |
| 3Y | +86.4% | -43.9% | +130.3% | +103.1% |
| 5Y | +33.0% | -49.2% | +82.2% | +35.8% |
| All | +33.0% | -50.1% | +83.1% | +35.8% |
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 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