+105.7%
FICO vs KEEL
+105.5%
+0.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.5% |
| 7D | +2.2% | -0.5% | +2.8% | +2.2% |
| 30D | +0.1% | -27.1% | +27.1% | +0.7% |
| 3M | -35.2% | -43.8% | +8.6% | -34.5% |
| 6M | -32.4% | -55.2% | +22.8% | -31.7% |
| YTD | -57.4% | -20.9% | -36.5% | -58.2% |
| 1Y | -58.5% | -28.5% | -30.1% | -59.2% |
| 3Y | -28.9% | +66.1% | -94.9% | -34.5% |
| 5Y | +91.7% | -78.3% | +170.0% | +77.9% |
| All | +105.7% | +105.5% | +0.2% | +90.8% |
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