+238.2%
FIS vs KEY
+109.6%
+128.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.5% |
| 7D | -21.2% | -2.5% | -18.7% | -20.7% |
| 30D | -12.1% | +4.1% | -16.1% | -13.1% |
| 3M | -30.6% | -8.4% | -22.2% | -29.1% |
| 6M | -35.5% | -2.3% | -33.2% | -35.3% |
| YTD | -54.4% | +4.6% | -58.9% | -55.1% |
| 1Y | -52.9% | +24.6% | -77.4% | -55.9% |
| 3Y | -38.7% | +112.8% | -151.4% | -51.4% |
| 5Y | -70.4% | +12.9% | -83.4% | -73.1% |
| 10Y | -52.8% | +126.7% | -179.4% | -66.3% |
| All | +238.2% | +109.6% | +128.6% | +67.4% |
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