-20.4%
KVUE vs FICO
+24.5%
-44.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +0.1% |
| 7D | -2.2% | -19.2% | +16.9% | -0.8% |
| 30D | -3.7% | -14.6% | +10.9% | -2.7% |
| 3M | +12.3% | -20.1% | +32.4% | +13.8% |
| 6M | +5.4% | -36.3% | +41.7% | +8.0% |
| YTD | +12.4% | -44.9% | +57.3% | +16.1% |
| 1Y | -4.4% | -38.6% | +34.3% | -2.0% |
| 3Y | -7.5% | +4.0% | -11.5% | -11.0% |
| All | -20.4% | +24.5% | -44.9% | -23.0% |
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 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