+5,012.8%
KR vs FICO
+80,792.2%
-75,779.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | +0.2% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +10.3% | +8.4% | +1.9% | +9.5% |
| 3M | +20.7% | -30.5% | +51.2% | +23.2% |
| 6M | +4.9% | -35.7% | +40.6% | +7.4% |
| YTD | +10.7% | -57.2% | +67.9% | +16.5% |
| 1Y | +7.2% | -58.4% | +65.6% | +12.9% |
| 3Y | +65.7% | -24.8% | +90.5% | +64.3% |
| 5Y | +80.8% | +79.3% | +1.5% | +64.8% |
| 10Y | +159.6% | +531.6% | -372.0% | +108.1% |
| All | +5,012.8% | +80,792.2% | -75,779.5% | +3,175.5% |
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 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