-38.2%
KWEB vs FICO
-60.3%
+22.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.2% |
| 7D | -7.5% | +1.4% | -8.9% | -7.5% |
| 30D | -7.3% | -0.8% | -6.5% | -7.4% |
| 3M | -16.8% | -31.3% | +14.5% | -16.7% |
| 6M | -21.4% | -33.9% | +12.5% | -21.4% |
| YTD | -32.7% | -57.6% | +24.9% | -32.5% |
| 1Y | -38.2% | -59.7% | +21.5% | -37.7% |
| All | -38.2% | -60.3% | +22.1% | -37.7% |
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