+8.6%
FICO vs KEYS
+148.6%
-140.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.4% |
| 7D | -10.6% | +2.9% | -13.5% | -10.7% |
| 30D | -6.3% | -1.3% | -5.0% | -6.4% |
| 3M | -19.7% | -0.1% | -19.6% | -20.2% |
| 6M | -31.8% | +17.4% | -49.2% | -34.9% |
| YTD | -41.8% | +62.9% | -104.8% | -50.7% |
| 1Y | -36.4% | +95.7% | -132.2% | -49.9% |
| All | +8.6% | +148.6% | -140.0% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling