-58.5%
FICO vs KEEL
-32.0%
-26.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | 0.0% |
| 7D | +2.2% | -0.5% | +2.8% | +2.2% |
| 30D | +0.1% | -27.1% | +27.1% | -2.4% |
| 3M | -35.2% | -43.8% | +8.6% | -37.9% |
| 6M | -32.4% | -55.2% | +22.8% | -35.1% |
| YTD | -57.4% | -20.9% | -36.5% | -58.8% |
| 1Y | -58.5% | -28.5% | -30.1% | -60.0% |
| All | -58.5% | -32.0% | -26.6% | -60.0% |
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