+4,989.5%
KR vs FICO
+78,645.2%
-73,655.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +14.3% | +3.3% | +10.9% | +13.8% |
| 3M | +18.9% | -31.7% | +50.6% | +21.5% |
| 6M | +3.8% | -34.0% | +37.8% | +6.1% |
| YTD | +10.2% | -58.3% | +68.5% | +16.2% |
| 1Y | +9.2% | -57.9% | +67.1% | +14.9% |
| 3Y | +60.3% | -24.1% | +84.4% | +58.8% |
| 5Y | +78.3% | +85.3% | -7.0% | +62.1% |
| 10Y | +169.9% | +520.3% | -350.4% | +116.7% |
| All | +4,989.5% | +78,645.2% | -73,655.7% | +3,167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling