-51.1%
FIS vs KEY
+29.6%
-80.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.5% | -25.2% | -24.0% |
| 7D | -18.4% | +1.7% | -20.1% | -18.9% |
| 30D | -11.4% | +6.8% | -18.2% | -13.1% |
| 3M | -32.0% | -5.8% | -26.2% | -31.1% |
| 6M | -35.6% | +1.4% | -37.0% | -35.8% |
| YTD | -53.8% | +7.5% | -61.3% | -54.2% |
| 1Y | -51.1% | +29.6% | -80.7% | -53.8% |
| All | -51.1% | +29.6% | -80.7% | -53.8% |
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 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