-83.2%
FIG vs KEY
+24.4%
-107.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.5% | +2.5% |
| 7D | -12.6% | -0.4% | -12.2% | -12.4% |
| 30D | -13.8% | +7.2% | -21.0% | -14.5% |
| 3M | -16.7% | -4.9% | -11.8% | -16.5% |
| 6M | -6.1% | +1.1% | -7.2% | -6.5% |
| YTD | -48.1% | +6.8% | -54.9% | -49.5% |
| 1Y | -56.2% | +23.3% | -79.4% | -58.7% |
| All | -83.2% | +24.4% | -107.6% | -84.5% |
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