+78,251.7%
FICO vs KEY
+1,017.8%
+77,233.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.6% |
| 7D | +0.4% | +1.7% | -1.2% | -0.1% |
| 30D | +1.7% | +6.8% | -5.1% | -0.1% |
| 3M | -33.0% | -5.8% | -27.2% | -31.9% |
| 6M | -33.9% | +1.4% | -35.3% | -34.3% |
| YTD | -58.5% | +7.5% | -66.0% | -59.5% |
| 1Y | -56.4% | +29.6% | -86.0% | -59.6% |
| 3Y | -24.7% | +118.8% | -143.4% | -40.8% |
| 5Y | +83.1% | +16.8% | +66.3% | +63.7% |
| 10Y | +517.2% | +133.0% | +384.1% | +329.3% |
| All | +78,251.7% | +1,017.8% | +77,233.9% | +48,150.6% |
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 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