+94.0%
FICO vs KEYS
+63.7%
+30.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.2% |
| 7D | +4.0% | +6.9% | -3.0% | +2.5% |
| 30D | -1.5% | -19.1% | +17.6% | +2.2% |
| 3M | -29.8% | -11.1% | -18.7% | -29.1% |
| 6M | -33.3% | -16.6% | -16.7% | -32.1% |
| YTD | -56.9% | +50.4% | -107.3% | -66.3% |
| 1Y | -59.5% | +67.5% | -127.0% | -69.9% |
| 3Y | -26.9% | +146.0% | -172.9% | -57.3% |
| All | +94.0% | +63.7% | +30.3% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling