-56.4%
FICO vs KEEL
-45.0%
-11.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -3.6% |
| 7D | +0.4% | -13.6% | +14.0% | -0.8% |
| 30D | +1.7% | -39.1% | +40.8% | -2.7% |
| 3M | -33.0% | -48.9% | +15.9% | -36.5% |
| 6M | -33.9% | -35.4% | +1.5% | -35.6% |
| YTD | -58.5% | -10.6% | -47.9% | -59.6% |
| 1Y | -56.4% | -45.3% | -11.0% | -58.0% |
| All | -56.4% | -45.0% | -11.4% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling