+104.9%
FICO vs KEEL
+115.5%
-10.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.2% | -1.4% |
| 7D | +1.4% | +18.2% | -16.8% | +0.9% |
| 30D | -0.8% | -32.1% | +31.3% | 0.0% |
| 3M | -31.3% | -44.9% | +13.6% | -30.5% |
| 6M | -33.9% | -52.1% | +18.1% | -33.4% |
| YTD | -57.6% | -17.0% | -40.5% | -58.4% |
| 1Y | -59.7% | -38.5% | -21.2% | -60.1% |
| 3Y | -28.0% | +62.5% | -90.5% | -33.7% |
| 5Y | +91.0% | -77.3% | +168.2% | +77.0% |
| All | +104.9% | +115.5% | -10.6% | +89.8% |
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