-38.0%
KWEB vs FICO
+81.4%
-119.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +9.4% | -0.9% | +10.3% | +9.5% |
| 30D | +2.3% | +3.3% | -1.1% | +1.2% |
| 3M | -12.3% | -31.7% | +19.4% | -8.3% |
| 6M | -16.4% | -34.0% | +17.6% | -13.2% |
| YTD | -26.9% | -58.3% | +31.4% | -16.9% |
| 1Y | -33.2% | -57.9% | +24.8% | -24.3% |
| 3Y | +1.2% | -24.1% | +25.3% | -13.1% |
| All | -38.0% | +81.4% | -119.4% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling