+27.5%
KWEB vs FICO
+1,752.8%
-1,725.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -16.7% | +18.7% | +6.9% |
| 7D | -1.0% | -19.2% | +18.2% | +4.6% |
| 30D | -8.7% | -14.6% | +5.9% | -5.4% |
| 3M | -4.0% | -20.1% | +16.1% | +0.2% |
| 6M | -13.1% | -36.3% | +23.2% | -4.4% |
| YTD | -23.5% | -44.9% | +21.4% | -12.2% |
| 1Y | -27.2% | -38.6% | +11.5% | -20.6% |
| 3Y | -2.1% | +4.0% | -6.1% | -19.2% |
| 5Y | -40.8% | +99.5% | -140.3% | -63.8% |
| 10Y | -17.5% | +604.7% | -622.1% | -71.7% |
| All | +27.5% | +1,752.8% | -1,725.3% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling