-38.3%
FICO vs KEEL
+89.9%
-128.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +2.8% |
| 7D | +5.7% | +2.9% | +2.8% | +5.9% |
| 30D | -5.6% | +0.8% | -6.5% | -5.2% |
| 3M | -16.9% | -35.3% | +18.5% | -16.3% |
| 6M | -15.4% | +59.4% | -74.8% | -14.3% |
| YTD | -41.7% | +51.9% | -93.6% | -41.0% |
| 1Y | -38.3% | +75.0% | -113.3% | -32.0% |
| All | -38.3% | +89.9% | -128.2% | -32.0% |
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