-38.6%
FICO vs KEYS
+98.0%
-136.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.4% | -18.1% | -16.3% |
| 7D | -19.2% | +2.3% | -21.4% | -18.7% |
| 30D | -14.6% | -2.6% | -12.0% | -14.9% |
| 3M | -20.1% | -4.6% | -15.5% | -19.4% |
| 6M | -36.3% | +8.7% | -45.1% | -34.9% |
| YTD | -44.9% | +61.0% | -105.9% | -46.1% |
| 1Y | -38.6% | +96.0% | -134.6% | -43.6% |
| All | -38.6% | +98.0% | -136.6% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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