+1,564.3%
FICO vs KEYS
+1,072.8%
+491.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.4% | -18.1% | -17.2% |
| 7D | -19.2% | +2.3% | -21.4% | -20.0% |
| 30D | -14.6% | -2.6% | -12.0% | -14.3% |
| 3M | -20.1% | -4.6% | -15.5% | -20.9% |
| 6M | -36.3% | +8.7% | -45.1% | -41.6% |
| YTD | -44.9% | +61.0% | -105.9% | -59.2% |
| 1Y | -38.6% | +96.0% | -134.6% | -59.2% |
| 3Y | +4.0% | +144.4% | -140.4% | -40.6% |
| 5Y | +99.5% | +80.5% | +19.0% | +30.3% |
| 10Y | +604.7% | +974.9% | -370.3% | +107.7% |
| All | +1,564.3% | +1,072.8% | +491.5% | +430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling