-51.1%
FIS vs KEYS
+55.9%
-107.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -6.3% | -17.4% | -24.3% |
| 7D | -18.4% | -14.8% | -3.6% | -20.2% |
| 30D | -11.4% | -25.6% | +14.2% | -14.6% |
| 3M | -32.0% | -16.2% | -15.8% | -33.4% |
| 6M | -35.6% | -18.6% | -17.0% | -36.6% |
| YTD | -53.8% | +40.7% | -94.5% | -57.5% |
| 1Y | -51.1% | +59.6% | -110.7% | -56.2% |
| All | -51.1% | +55.9% | -107.0% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling