-57.6%
FISV vs KEEL
+197.5%
-255.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.8% | +1.6% | +5.3% |
| 7D | -2.7% | +2.9% | -5.6% | -2.8% |
| 30D | 0.0% | +0.8% | -0.8% | -0.2% |
| 3M | -2.8% | -35.3% | +32.5% | -1.7% |
| 6M | -11.8% | +59.4% | -71.2% | -15.7% |
| YTD | -23.2% | +51.9% | -75.1% | -26.8% |
| 1Y | -62.0% | +75.0% | -137.0% | -64.8% |
| 3Y | -57.6% | +224.5% | -282.2% | -65.0% |
| All | -57.6% | +197.5% | -255.1% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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