-71.4%
FIS vs KEY
+11.7%
-83.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -25.5% | -1.3% | -24.2% | -25.2% |
| 30D | -15.1% | +5.1% | -20.2% | -16.7% |
| 3M | -32.1% | -7.1% | -25.0% | -30.5% |
| 6M | -36.1% | -4.4% | -31.7% | -35.3% |
| YTD | -55.4% | +4.0% | -59.4% | -56.3% |
| 1Y | -53.9% | +23.4% | -77.3% | -57.5% |
| 3Y | -39.8% | +113.9% | -153.7% | -56.8% |
| All | -71.4% | +11.7% | -83.0% | -74.7% |
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