+81.0%
KR vs FICO
+81.4%
-0.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +1.4% | -0.9% | +2.3% | +1.4% |
| 30D | +14.3% | +3.3% | +10.9% | +14.0% |
| 3M | +18.9% | -31.7% | +50.6% | +20.5% |
| 6M | +3.8% | -34.0% | +37.8% | +5.5% |
| YTD | +10.2% | -58.3% | +68.5% | +14.0% |
| 1Y | +9.2% | -57.9% | +67.1% | +12.8% |
| 3Y | +60.3% | -24.1% | +84.4% | +58.0% |
| All | +81.0% | +81.4% | -0.5% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling