+147.8%
KRE vs FLUT
+472.1%
-324.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.3% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | +5.0% | +5.0% | 0.0% | +4.6% |
| 3M | -5.7% | -16.4% | +10.7% | -4.7% |
| 6M | +7.5% | -14.6% | +22.1% | +8.3% |
| YTD | +13.8% | -61.9% | +75.7% | +20.9% |
| 1Y | +20.7% | -65.0% | +85.7% | +28.8% |
| 3Y | +90.1% | -44.8% | +134.9% | +97.3% |
| 5Y | +11.5% | -49.9% | +61.4% | +15.0% |
| 10Y | +88.2% | -26.1% | +114.3% | +92.4% |
| All | +147.8% | +472.1% | -324.2% | +145.0% |
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