-72.3%
FIS vs KEY
+12.7%
-84.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.9% |
| 7D | -3.5% | +1.8% | -5.3% | -4.1% |
| 30D | -19.4% | +7.1% | -26.6% | -21.5% |
| 3M | -31.6% | -5.9% | -25.6% | -30.2% |
| 6M | -32.5% | +2.2% | -34.7% | -33.3% |
| YTD | -56.0% | +6.4% | -62.4% | -57.2% |
| 1Y | -55.5% | +24.8% | -80.3% | -59.2% |
| 3Y | -41.3% | +125.2% | -166.5% | -58.7% |
| 5Y | -72.3% | +13.0% | -85.2% | -75.5% |
| All | -72.3% | +12.7% | -84.9% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling