-22.5%
KWEB vs FLUT
-9.3%
-13.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.3% |
| 7D | -5.6% | +0.4% | -6.0% | -5.6% |
| 30D | -10.7% | +2.5% | -13.2% | -11.2% |
| 3M | -7.4% | -9.2% | +1.8% | -6.3% |
| 6M | -19.3% | -8.2% | -11.1% | -18.8% |
| YTD | -27.8% | -53.2% | +25.5% | -18.4% |
| 1Y | -35.9% | -65.6% | +29.6% | -23.8% |
| 3Y | -1.9% | -43.6% | +41.6% | +4.1% |
| 5Y | -43.2% | -50.3% | +7.1% | -41.8% |
| All | -22.5% | -9.3% | -13.2% | -22.8% |
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 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