+17.8%
KWEB vs FICO
+1,352.2%
-1,334.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +3.4% | +0.9% | +2.5% | +3.0% |
| 30D | -3.5% | +9.4% | -12.9% | -6.6% |
| 3M | -17.4% | -30.4% | +13.0% | -11.7% |
| 6M | -18.6% | -35.1% | +16.5% | -12.7% |
| YTD | -29.3% | -56.8% | +27.4% | -15.5% |
| 1Y | -35.9% | -58.4% | +22.5% | -22.5% |
| 3Y | -0.1% | -26.7% | +26.6% | -9.8% |
| 5Y | -41.2% | +88.0% | -129.2% | -65.2% |
| 10Y | -18.9% | +545.7% | -564.7% | -72.6% |
| All | +17.8% | +1,352.2% | -1,334.4% | -71.7% |
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 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