+174.4%
FICO vs KEEL
+280.1%
-105.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -2.1% |
| 7D | -14.1% | +2.7% | -16.8% | -14.2% |
| 30D | -7.5% | +4.6% | -12.0% | -7.7% |
| 3M | -21.3% | -34.5% | +13.2% | -20.8% |
| 6M | -25.2% | +59.3% | -84.5% | -27.5% |
| YTD | -43.2% | +46.4% | -89.6% | -44.9% |
| 1Y | -37.2% | +96.6% | -133.8% | -40.5% |
| 3Y | +6.8% | +182.0% | -175.2% | -2.9% |
| 5Y | +112.8% | -38.2% | +151.1% | +94.2% |
| All | +174.4% | +280.1% | -105.7% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling