-58.5%
FICO vs KEYS
+63.0%
-121.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | -0.2% |
| 7D | +2.2% | +9.4% | -7.2% | +5.0% |
| 30D | +0.1% | -16.8% | +16.8% | -5.0% |
| 3M | -35.2% | -15.9% | -19.3% | -37.9% |
| 6M | -32.4% | -17.6% | -14.8% | -33.7% |
| YTD | -57.4% | +46.5% | -103.9% | -58.6% |
| 1Y | -58.5% | +66.9% | -125.4% | -61.0% |
| All | -58.5% | +63.0% | -121.6% | -61.0% |
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