-41.4%
FIS vs KEY
+124.5%
-165.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -27.4% | +0.5% | -27.9% | -27.6% |
| 30D | -16.8% | +6.9% | -23.7% | -18.5% |
| 3M | -32.6% | -5.0% | -27.6% | -31.8% |
| 6M | -33.4% | +0.7% | -34.1% | -33.7% |
| YTD | -56.0% | +6.5% | -62.5% | -57.0% |
| 1Y | -55.1% | +22.6% | -77.7% | -57.7% |
| 3Y | -41.4% | +125.3% | -166.8% | -55.2% |
| All | -41.4% | +124.5% | -165.9% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling