-55.8%
FIG vs KEY
+21.3%
-77.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.4% |
| 7D | -16.3% | +2.2% | -18.5% | -16.5% |
| 30D | -14.3% | -3.0% | -11.3% | -13.7% |
| 3M | +7.2% | +3.3% | +3.8% | +6.3% |
| 6M | -18.6% | +9.2% | -27.8% | -21.4% |
| YTD | -35.5% | +10.6% | -46.1% | -38.6% |
| 1Y | -55.8% | +20.4% | -76.2% | -61.1% |
| All | -55.8% | +21.3% | -77.1% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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