-52.0%
FIS vs KEY
+107.2%
-159.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.6% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | -11.8% | +6.7% | -18.5% | -13.9% |
| 3M | -28.5% | -4.6% | -23.9% | -27.5% |
| 6M | -27.0% | +2.6% | -29.6% | -27.9% |
| YTD | -53.1% | +7.0% | -60.1% | -54.5% |
| 1Y | -52.8% | +23.5% | -76.2% | -56.4% |
| 3Y | -37.5% | +126.4% | -163.9% | -54.8% |
| 5Y | -71.1% | +13.0% | -84.1% | -74.4% |
| 10Y | -52.0% | +99.5% | -151.5% | -66.0% |
| All | -52.0% | +107.2% | -159.2% | -66.0% |
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