+499.7%
FICO vs KEY
+120.9%
+378.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.9% | -1.3% | +0.3% | -0.6% |
| 30D | +3.3% | +5.1% | -1.8% | +1.6% |
| 3M | -31.7% | -7.1% | -24.6% | -30.1% |
| 6M | -34.0% | -4.4% | -29.6% | -33.3% |
| YTD | -58.3% | +4.0% | -62.3% | -59.2% |
| 1Y | -57.9% | +23.4% | -81.3% | -61.1% |
| 3Y | -24.1% | +113.9% | -138.0% | -43.6% |
| 5Y | +85.3% | +12.3% | +73.0% | +66.0% |
| All | +499.7% | +120.9% | +378.7% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling