+629.5%
FICO vs KEYS
+1,005.8%
-376.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | -14.1% | +0.9% | -15.1% | -14.6% |
| 30D | -7.5% | -5.3% | -2.2% | -6.1% |
| 3M | -21.3% | +0.5% | -21.8% | -23.9% |
| 6M | -25.2% | +14.0% | -39.3% | -33.0% |
| YTD | -43.2% | +60.3% | -103.4% | -58.5% |
| 1Y | -37.2% | +91.3% | -128.5% | -58.6% |
| 3Y | +6.8% | +146.1% | -139.4% | -41.1% |
| 5Y | +112.8% | +80.8% | +32.1% | +35.6% |
| All | +629.5% | +1,005.8% | -376.3% | +86.7% |
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 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