-54.5%
FIS vs KEY
+120.9%
-175.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -25.5% | -1.3% | -24.2% | -25.3% |
| 30D | -15.1% | +5.1% | -20.2% | -16.6% |
| 3M | -32.1% | -7.1% | -25.0% | -30.5% |
| 6M | -36.1% | -4.4% | -31.7% | -35.3% |
| YTD | -55.4% | +4.0% | -59.4% | -56.3% |
| 1Y | -53.9% | +23.4% | -77.3% | -57.4% |
| 3Y | -39.8% | +113.9% | -153.7% | -55.5% |
| 5Y | -71.1% | +12.3% | -83.4% | -74.4% |
| All | -54.5% | +120.9% | -175.4% | -67.4% |
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