+84.1%
KR vs FICO
+91.4%
-7.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.6% |
| 6M | +8.2% | -32.4% | +40.5% | +9.8% |
| YTD | +15.3% | -57.4% | +72.7% | +19.1% |
| 1Y | +9.8% | -58.5% | +68.3% | +13.5% |
| 3Y | +71.4% | -28.9% | +100.2% | +69.6% |
| All | +84.1% | +91.4% | -7.4% | +59.7% |
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