-12.4%
FIS vs KEYS
+1,086.4%
-1,098.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -9.1% | +2.9% | -12.0% | -9.9% |
| 30D | -10.4% | -1.3% | -9.1% | -10.4% |
| 3M | -3.7% | -0.1% | -3.6% | -5.2% |
| 6M | -24.8% | +17.4% | -42.1% | -30.6% |
| YTD | -41.6% | +62.9% | -104.5% | -52.7% |
| 1Y | -42.7% | +95.7% | -138.5% | -56.9% |
| 3Y | -26.2% | +150.2% | -176.4% | -51.0% |
| 5Y | -66.1% | +83.1% | -149.2% | -75.3% |
| 10Y | -40.9% | +1,020.9% | -1,061.8% | -76.6% |
| All | -12.4% | +1,086.4% | -1,098.9% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling