+541.4%
FICO vs KEYS
+758.4%
-217.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.2% |
| 7D | +2.2% | +9.4% | -7.2% | -1.1% |
| 30D | +0.1% | -16.8% | +16.8% | +5.6% |
| 3M | -35.2% | -15.9% | -19.3% | -32.5% |
| 6M | -32.4% | -17.6% | -14.8% | -30.8% |
| YTD | -57.4% | +46.5% | -103.9% | -68.5% |
| 1Y | -58.5% | +66.9% | -125.4% | -71.5% |
| 3Y | -28.9% | +141.4% | -170.2% | -61.8% |
| 5Y | +91.7% | +59.5% | +32.2% | +26.3% |
| All | +541.4% | +758.4% | -217.0% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling