+376.5%
FIS vs KEY
+121.8%
+254.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +2.2% | -1.1% | +0.5% |
| 30D | -2.2% | -3.0% | +0.8% | -1.4% |
| 3M | +2.1% | +3.3% | -1.2% | +1.2% |
| 6M | -14.7% | +9.2% | -23.9% | -16.9% |
| YTD | -35.7% | +10.6% | -46.4% | -37.7% |
| 1Y | -37.1% | +20.4% | -57.5% | -40.5% |
| 3Y | -20.0% | +121.8% | -141.9% | -37.4% |
| 5Y | -62.1% | +41.1% | -103.3% | -67.4% |
| 10Y | -37.4% | +168.5% | -205.9% | -57.2% |
| All | +376.5% | +121.8% | +254.7% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling