-24.5%
KVUE vs FLUT
-47.5%
+23.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -5.1% | +0.4% | -5.6% | -5.1% |
| 30D | -6.3% | +2.5% | -8.9% | -6.4% |
| 3M | -0.5% | -9.2% | +8.7% | -0.4% |
| 6M | +3.1% | -8.2% | +11.3% | +3.1% |
| YTD | +6.7% | -53.2% | +59.9% | +8.0% |
| 1Y | -1.1% | -65.6% | +64.4% | +0.6% |
| 3Y | -8.7% | -43.6% | +34.8% | -8.0% |
| All | -24.5% | -47.5% | +23.0% | -23.9% |
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