+113.0%
FICO vs KEEL
-39.1%
+152.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.4% |
| 7D | -10.6% | +19.3% | -29.9% | -11.4% |
| 30D | -6.3% | +9.1% | -15.5% | -7.0% |
| 3M | -19.7% | -31.5% | +11.8% | -18.9% |
| 6M | -31.8% | +75.8% | -107.6% | -36.2% |
| YTD | -41.8% | +57.9% | -99.7% | -45.6% |
| 1Y | -36.4% | +133.3% | -169.8% | -44.0% |
| 3Y | +9.3% | +204.1% | -194.8% | -13.4% |
| 5Y | +113.0% | -37.5% | +150.5% | +84.3% |
| All | +113.0% | -39.1% | +152.1% | +84.3% |
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