+113.0%
FICO vs KEYS
+82.0%
+31.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.5% |
| 7D | -10.6% | +2.9% | -13.5% | -11.3% |
| 30D | -6.3% | -1.3% | -5.0% | -6.4% |
| 3M | -19.7% | -0.1% | -19.6% | -21.2% |
| 6M | -31.8% | +17.4% | -49.2% | -37.6% |
| YTD | -41.8% | +62.9% | -104.8% | -54.9% |
| 1Y | -36.4% | +95.7% | -132.2% | -55.1% |
| 3Y | +9.3% | +150.2% | -140.9% | -34.6% |
| 5Y | +113.0% | +83.1% | +29.9% | +39.1% |
| All | +113.0% | +82.0% | +31.0% | +39.1% |
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 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