-55.3%
FIS vs KEY
+121.9%
-177.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -2.3% |
| 7D | -29.4% | -0.4% | -29.0% | -29.5% |
| 30D | -16.7% | +7.2% | -24.0% | -18.9% |
| 3M | -33.0% | -4.9% | -28.1% | -32.0% |
| 6M | -33.3% | +1.1% | -34.4% | -33.8% |
| YTD | -56.0% | +6.8% | -62.8% | -57.3% |
| 1Y | -54.6% | +23.3% | -77.9% | -58.0% |
| 3Y | -40.6% | +126.1% | -166.7% | -57.0% |
| 5Y | -71.9% | +15.2% | -87.1% | -75.4% |
| 10Y | -55.3% | +113.6% | -168.9% | -67.9% |
| All | -55.3% | +121.9% | -177.2% | -67.9% |
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