-84.0%
FIG vs KEY
+21.8%
-105.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.7% | -13.9% | -16.0% |
| 7D | -17.4% | -2.5% | -14.9% | -16.8% |
| 30D | -15.9% | +4.1% | -20.0% | -16.1% |
| 3M | -34.5% | -8.4% | -26.1% | -33.9% |
| 6M | -5.0% | -2.3% | -2.8% | -4.8% |
| YTD | -50.7% | +4.6% | -55.2% | -51.7% |
| 1Y | -58.1% | +24.6% | -82.7% | -60.3% |
| All | -84.0% | +21.8% | -105.8% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling