-27.0%
KVUE vs FICO
+50.4%
-77.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.9% | +8.7% | -7.8% | +0.5% |
| 30D | +1.4% | +3.1% | -1.7% | +1.2% |
| 3M | -1.9% | -19.1% | +17.2% | -1.0% |
| 6M | +6.7% | -35.3% | +42.0% | +8.9% |
| YTD | +3.1% | -33.4% | +36.5% | +5.1% |
| 1Y | -23.7% | -46.5% | +22.8% | -20.9% |
| 3Y | -25.9% | +52.9% | -78.8% | -29.2% |
| All | -27.0% | +50.4% | -77.4% | -30.2% |
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