-83.2%
FIG vs KEY
+24.7%
-107.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +3.4% | +2.9% | +0.5% | +2.7% |
| 30D | -9.5% | +8.4% | -17.9% | -10.3% |
| 3M | -26.2% | -5.8% | -20.4% | -26.0% |
| 6M | +2.7% | +5.4% | -2.8% | +1.4% |
| YTD | -48.0% | +7.1% | -55.0% | -49.4% |
| 1Y | -52.0% | +26.8% | -78.8% | -54.9% |
| All | -83.2% | +24.7% | -107.9% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling