+538.9%
FICO vs KEY
+95.2%
+443.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +1.4% | +1.8% | -0.4% | +0.8% |
| 30D | -0.8% | +7.1% | -7.9% | -3.1% |
| 3M | -31.3% | -5.9% | -25.4% | -29.9% |
| 6M | -33.9% | +2.2% | -36.1% | -34.7% |
| YTD | -57.6% | +6.4% | -64.0% | -58.7% |
| 1Y | -59.7% | +24.8% | -84.4% | -62.9% |
| 3Y | -28.0% | +125.2% | -153.3% | -47.6% |
| 5Y | +91.0% | +13.0% | +78.0% | +70.9% |
| All | +538.9% | +95.2% | +443.7% | +310.0% |
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