+39.2%
KR vs FICO
+4.8%
+34.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +0.8% |
| 7D | +1.5% | -19.2% | +20.7% | +2.3% |
| 30D | +4.1% | -14.6% | +18.7% | +4.6% |
| 3M | -5.2% | -20.1% | +14.9% | -4.4% |
| 6M | -12.8% | -36.3% | +23.5% | -11.9% |
| YTD | -4.6% | -44.9% | +40.2% | -3.2% |
| 1Y | -11.7% | -38.6% | +26.9% | -10.7% |
| All | +39.2% | +4.8% | +34.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling