-2.6%
KWEB vs FLUT
-43.3%
+40.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -4.3% | -3.6% | -0.7% | -3.8% |
| 30D | -13.0% | -0.3% | -12.7% | -13.1% |
| 3M | -7.6% | -12.6% | +5.1% | -6.2% |
| 6M | -21.1% | -8.0% | -13.1% | -20.7% |
| YTD | -28.2% | -54.1% | +25.9% | -19.9% |
| 1Y | -34.9% | -66.1% | +31.2% | -24.0% |
| All | -2.6% | -43.3% | +40.7% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling