-19.7%
KWEB vs FICO
+524.6%
-544.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.8% |
| 7D | -7.5% | +1.4% | -8.9% | -7.8% |
| 30D | -7.3% | -0.8% | -6.5% | -7.6% |
| 3M | -16.8% | -31.3% | +14.5% | -11.0% |
| 6M | -21.4% | -33.9% | +12.5% | -16.5% |
| YTD | -32.7% | -57.6% | +24.9% | -19.5% |
| 1Y | -38.2% | -59.7% | +21.5% | -24.9% |
| 3Y | -4.8% | -28.0% | +23.2% | -14.5% |
| 5Y | -47.1% | +91.0% | -138.1% | -69.7% |
| All | -19.7% | +524.6% | -544.2% | -75.6% |
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