+104,095.6%
FICO vs KEY
+1,050.5%
+103,045.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | +2.2% | -21.4% | -19.7% |
| 30D | -14.6% | -3.0% | -11.6% | -13.9% |
| 3M | -20.1% | +3.3% | -23.4% | -21.0% |
| 6M | -36.3% | +9.2% | -45.5% | -38.1% |
| YTD | -44.9% | +10.6% | -55.5% | -46.7% |
| 1Y | -38.6% | +20.4% | -59.0% | -42.1% |
| 3Y | +4.0% | +121.8% | -117.9% | -18.9% |
| 5Y | +99.5% | +41.1% | +58.4% | +69.1% |
| 10Y | +604.7% | +168.5% | +436.1% | +371.6% |
| All | +104,095.6% | +1,050.5% | +103,045.0% | +63,503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling