-18.0%
KVUE vs FICO
-5.0%
-13.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -36.8% | +49.2% | +11.0% |
| 7D | +12.3% | -36.8% | +49.2% | +11.0% |
| 30D | +12.3% | -36.8% | +49.2% | +11.0% |
| 3M | +12.3% | -36.8% | +49.2% | +11.0% |
| 6M | +12.7% | -30.6% | +43.3% | +10.9% |
| YTD | +15.9% | -57.9% | +73.8% | +16.7% |
| 1Y | +42.1% | -55.1% | +97.3% | +42.5% |
| 3Y | +17.3% | -16.5% | +33.8% | +9.9% |
| All | -18.0% | -5.0% | -13.0% | -22.6% |
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