-56.4%
FICO vs KEYS
+55.9%
-112.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | -5.2% |
| 7D | +0.4% | -14.8% | +15.2% | -4.6% |
| 30D | +1.7% | -25.6% | +27.2% | -6.6% |
| 3M | -33.0% | -16.2% | -16.8% | -35.9% |
| 6M | -33.9% | -18.6% | -15.2% | -35.7% |
| YTD | -58.5% | +40.7% | -99.2% | -59.8% |
| 1Y | -56.4% | +59.6% | -116.0% | -58.7% |
| All | -56.4% | +55.9% | -112.3% | -58.7% |
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