-41.5%
FIS vs KEYS
+97.6%
-139.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | +0.6% |
| 7D | -7.9% | +3.5% | -11.4% | -7.6% |
| 30D | -8.0% | -4.5% | -3.5% | -8.3% |
| 3M | +0.6% | -0.4% | +1.0% | +1.1% |
| 6M | -22.2% | +19.1% | -41.3% | -22.8% |
| YTD | -40.8% | +66.7% | -107.4% | -43.8% |
| 1Y | -41.5% | +96.5% | -138.0% | -46.5% |
| All | -41.5% | +97.6% | -139.1% | -46.5% |
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