-58.5%
FICO vs KEY
+25.9%
-84.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +2.2% | +2.9% | -0.7% | +1.5% |
| 30D | +0.1% | +8.4% | -8.4% | -2.1% |
| 3M | -35.2% | -5.8% | -29.4% | -35.3% |
| 6M | -32.4% | +5.4% | -37.8% | -34.6% |
| YTD | -57.4% | +7.1% | -64.5% | -59.0% |
| 1Y | -58.5% | +26.8% | -85.3% | -61.7% |
| All | -58.5% | +25.9% | -84.5% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling