-42.6%
KWEB vs FICO
+102.0%
-144.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.7% |
| 7D | -1.3% | -15.4% | +14.2% | +1.4% |
| 30D | -11.5% | -10.4% | -1.1% | -10.3% |
| 3M | -2.9% | -22.7% | +19.8% | +0.5% |
| 6M | -14.6% | -36.8% | +22.1% | -8.6% |
| YTD | -25.5% | -44.8% | +19.3% | -17.9% |
| 1Y | -31.1% | -39.3% | +8.2% | -26.6% |
| 3Y | +3.0% | +3.7% | -0.8% | -15.8% |
| 5Y | -42.6% | +101.7% | -144.3% | -63.5% |
| All | -42.6% | +102.0% | -144.6% | -63.5% |
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