+8.6%
FICO vs KEEL
+209.2%
-200.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.4% |
| 7D | -10.6% | +19.3% | -29.9% | -10.8% |
| 30D | -6.3% | +9.1% | -15.5% | -6.5% |
| 3M | -19.7% | -31.5% | +11.8% | -18.9% |
| 6M | -31.8% | +75.8% | -107.6% | -34.5% |
| YTD | -41.8% | +57.9% | -99.7% | -44.2% |
| 1Y | -36.4% | +133.3% | -169.8% | -42.0% |
| All | +8.6% | +209.2% | -200.5% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling