-33.9%
KWEB vs FICO
-57.1%
+23.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.2% | +7.7% | +4.5% |
| 7D | +5.8% | +0.4% | +5.4% | +5.8% |
| 30D | -1.0% | +1.7% | -2.6% | -1.0% |
| 3M | -15.8% | -33.0% | +17.2% | -15.7% |
| 6M | -14.9% | -33.9% | +18.9% | -15.0% |
| YTD | -28.6% | -58.5% | +30.0% | -28.4% |
| 1Y | -33.9% | -56.4% | +22.4% | -33.6% |
| All | -33.9% | -57.1% | +23.2% | -33.6% |
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 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