+155.8%
KRE vs FLUT
+598.7%
-442.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +1.3% | -1.6% | +2.9% | +1.4% |
| 30D | -2.7% | +7.7% | -10.4% | -3.3% |
| 3M | +8.2% | -0.7% | +8.9% | +8.0% |
| 6M | +12.8% | -11.2% | +24.0% | +13.3% |
| YTD | +17.5% | -53.4% | +70.9% | +23.2% |
| 1Y | +16.6% | -65.8% | +82.3% | +24.5% |
| 3Y | +79.5% | -44.9% | +124.4% | +85.6% |
| 5Y | +32.4% | -49.7% | +82.1% | +35.3% |
| 10Y | +124.1% | -9.7% | +133.9% | +126.2% |
| All | +155.8% | +598.7% | -442.9% | +149.7% |
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