+92.9%
FICO vs KEEL
-74.0%
+166.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.4% | -8.6% | -0.6% |
| 7D | +4.0% | -1.4% | +5.4% | +3.8% |
| 30D | -1.5% | -29.8% | +28.3% | -0.3% |
| 3M | -29.8% | -37.1% | +7.3% | -28.9% |
| 6M | -33.3% | -51.9% | +18.6% | -32.3% |
| YTD | -56.9% | -11.9% | -45.0% | -58.7% |
| 1Y | -59.5% | -38.6% | -20.9% | -60.3% |
| 3Y | -26.9% | +72.5% | -99.4% | -40.5% |
| 5Y | +92.9% | -74.4% | +167.3% | +73.7% |
| All | +92.9% | -74.0% | +166.9% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling