-36.3%
FICO vs KEY
+9.7%
-46.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.7% |
| 7D | -19.2% | +2.2% | -21.4% | -19.1% |
| 30D | -14.6% | -3.0% | -11.6% | -14.8% |
| 3M | -20.1% | +3.3% | -23.4% | -20.5% |
| 6M | -36.3% | +9.2% | -45.5% | -38.6% |
| All | -36.3% | +9.7% | -46.0% | -38.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling