-38.8%
FIS vs KEY
+127.6%
-166.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +2.8% | +2.9% | -0.1% | +2.0% |
| 30D | -16.7% | +8.4% | -25.2% | -18.6% |
| 3M | -32.3% | -5.8% | -26.5% | -31.3% |
| 6M | -29.1% | +5.4% | -34.5% | -30.2% |
| YTD | -54.1% | +7.1% | -61.2% | -55.1% |
| 1Y | -53.7% | +26.8% | -80.5% | -56.8% |
| 3Y | -38.8% | +128.7% | -167.5% | -53.6% |
| All | -38.8% | +127.6% | -166.5% | -53.6% |
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 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