-14.0%
KR vs FICO
-39.2%
+25.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -1.3% | -15.4% | +14.2% | -0.6% |
| 30D | +1.5% | -10.4% | +11.9% | +1.9% |
| 3M | -8.5% | -22.7% | +14.2% | -7.5% |
| 6M | -21.9% | -36.8% | +14.9% | -21.8% |
| YTD | -6.9% | -44.8% | +37.9% | -6.4% |
| 1Y | -14.0% | -39.3% | +25.3% | -13.5% |
| All | -14.0% | -39.2% | +25.2% | -13.5% |
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