-25.5%
FIS vs KEYS
+154.3%
-179.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.2% |
| 7D | -7.9% | +3.5% | -11.4% | -8.2% |
| 30D | -8.0% | -4.5% | -3.5% | -7.6% |
| 3M | +0.6% | -0.4% | +1.0% | +0.3% |
| 6M | -22.2% | +19.1% | -41.3% | -25.4% |
| YTD | -40.8% | +66.7% | -107.4% | -47.9% |
| 1Y | -41.5% | +96.5% | -138.0% | -50.9% |
| 3Y | -25.5% | +155.2% | -180.6% | -47.8% |
| All | -25.5% | +154.3% | -179.8% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling