-55.0%
FIS vs KEY
+22.7%
-77.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -2.0% |
| 7D | -29.4% | -0.4% | -29.0% | -29.4% |
| 30D | -16.7% | +7.2% | -24.0% | -18.5% |
| 3M | -33.0% | -4.9% | -28.1% | -32.2% |
| 6M | -33.3% | +1.1% | -34.4% | -33.4% |
| YTD | -56.0% | +6.8% | -62.8% | -56.3% |
| All | -55.0% | +22.7% | -77.7% | -56.6% |
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