-40.6%
KWEB vs FLNC
-70.4%
+29.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.3% |
| 7D | -5.6% | -4.1% | -1.5% | -5.1% |
| 30D | -10.7% | -24.8% | +14.1% | -7.5% |
| 3M | -7.4% | -59.1% | +51.7% | +2.7% |
| 6M | -19.3% | -42.0% | +22.6% | -17.8% |
| YTD | -27.8% | -49.8% | +22.0% | -26.5% |
| 1Y | -35.9% | +43.1% | -79.0% | -47.3% |
| 3Y | -1.9% | -61.0% | +59.0% | -11.0% |
| All | -40.6% | -70.4% | +29.8% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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