-54.3%
FIS vs KEY
+95.2%
-149.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.0% |
| 7D | -3.5% | +1.8% | -5.3% | -4.1% |
| 30D | -19.4% | +7.1% | -26.6% | -21.4% |
| 3M | -31.6% | -5.9% | -25.6% | -30.3% |
| 6M | -32.5% | +2.2% | -34.7% | -33.3% |
| YTD | -56.0% | +6.4% | -62.4% | -57.2% |
| 1Y | -55.5% | +24.8% | -80.3% | -59.1% |
| 3Y | -41.3% | +125.2% | -166.5% | -57.5% |
| 5Y | -72.3% | +13.0% | -85.2% | -75.5% |
| All | -54.3% | +95.2% | -149.5% | -68.0% |
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