+9.2%
KR vs FICO
-60.3%
+69.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.5% |
| 7D | +0.5% | +1.4% | -0.9% | +0.5% |
| 30D | +14.9% | -0.8% | +15.7% | +14.9% |
| 3M | +25.4% | -31.3% | +56.7% | +26.9% |
| 6M | +9.3% | -33.9% | +43.3% | +11.8% |
| YTD | +13.7% | -57.6% | +71.2% | +16.3% |
| 1Y | +9.2% | -59.7% | +68.8% | +12.3% |
| All | +9.2% | -60.3% | +69.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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