+86.1%
FICO vs KEY
+12.4%
+73.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.7% |
| 7D | -0.3% | -2.5% | +2.2% | +0.4% |
| 30D | +1.7% | +4.1% | -2.4% | +0.6% |
| 3M | -35.2% | -8.4% | -26.8% | -33.7% |
| 6M | -33.7% | -2.3% | -31.4% | -33.5% |
| YTD | -58.2% | +4.6% | -62.7% | -58.9% |
| 1Y | -56.6% | +24.6% | -81.1% | -59.4% |
| 3Y | -24.0% | +112.8% | -136.7% | -39.4% |
| 5Y | +86.1% | +12.9% | +73.1% | +87.8% |
| All | +86.1% | +12.4% | +73.7% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling