+24.1%
KWEB vs FLUT
+23.5%
+0.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -1.3% | +3.8% | -5.1% | -1.8% |
| 30D | -11.5% | +6.3% | -17.8% | -12.4% |
| 3M | -2.9% | -4.0% | +1.1% | -2.8% |
| 6M | -14.6% | -10.3% | -4.4% | -14.0% |
| YTD | -25.5% | -53.2% | +27.7% | -18.1% |
| 1Y | -31.1% | -65.0% | +34.0% | -21.3% |
| 3Y | +3.0% | -43.9% | +46.9% | +8.4% |
| 5Y | -42.6% | -49.2% | +6.6% | -41.4% |
| 10Y | -21.1% | -9.2% | -11.9% | -21.7% |
| All | +24.1% | +23.5% | +0.7% | +25.1% |
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