-1.4%
KVUE vs FICO
-36.4%
+35.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.3% | -8.8% | -3.9% |
| 7D | -7.2% | -10.6% | +3.4% | -6.5% |
| 30D | -5.7% | -6.3% | +0.7% | -5.3% |
| 3M | +0.2% | -19.7% | +19.9% | +1.5% |
| 6M | 0.0% | -31.8% | +31.8% | +1.5% |
| YTD | +6.5% | -41.8% | +48.4% | +8.4% |
| 1Y | -1.4% | -36.4% | +35.0% | +1.0% |
| All | -1.4% | -36.4% | +35.0% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling