-21.9%
KVUE vs FICO
+24.7%
-46.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -1.9% | -15.4% | +13.5% | -0.8% |
| 30D | -3.3% | -10.4% | +7.1% | -2.7% |
| 3M | +6.0% | -22.7% | +28.7% | +7.6% |
| 6M | +2.3% | -36.8% | +39.1% | +4.9% |
| YTD | +10.3% | -44.8% | +55.1% | +13.9% |
| 1Y | +4.6% | -39.3% | +43.9% | +7.3% |
| 3Y | -2.2% | +3.7% | -5.9% | -5.8% |
| All | -21.9% | +24.7% | -46.6% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling