+71.4%
KR vs FICO
-27.8%
+99.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +4.6% | +2.2% | +2.4% | +4.5% |
| 30D | +12.2% | +0.1% | +12.1% | +12.2% |
| 3M | +24.6% | -35.2% | +59.7% | +26.1% |
| 6M | +8.2% | -32.4% | +40.5% | +9.7% |
| YTD | +15.3% | -57.4% | +72.7% | +17.9% |
| 1Y | +9.8% | -58.5% | +68.3% | +12.3% |
| 3Y | +71.4% | -28.9% | +100.2% | +72.3% |
| All | +71.4% | -27.8% | +99.2% | +72.3% |
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 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