-83.6%
FIG vs KEY
+24.6%
-108.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | -14.3% | -0.5% | -13.8% | -14.1% |
| 30D | -13.6% | +6.7% | -20.3% | -14.3% |
| 3M | -23.7% | -4.6% | -19.1% | -23.6% |
| 6M | -5.4% | +2.6% | -8.0% | -6.0% |
| YTD | -49.2% | +7.0% | -56.2% | -50.6% |
| 1Y | -57.4% | +23.5% | -80.8% | -59.9% |
| All | -83.6% | +24.6% | -108.2% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling