-3.3%
FISV vs KEY
+171.1%
-174.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.2% | -1.8% | -5.4% | -6.6% |
| 30D | -7.2% | -3.3% | -3.9% | -6.2% |
| 3M | -8.2% | -0.2% | -8.0% | -8.1% |
| 6M | -17.7% | +12.1% | -29.8% | -20.8% |
| YTD | -27.2% | +8.4% | -35.6% | -29.2% |
| 1Y | -63.0% | +17.6% | -80.6% | -64.9% |
| 3Y | -59.8% | +123.3% | -183.1% | -69.9% |
| 5Y | -55.8% | +39.5% | -95.3% | -63.0% |
| All | -3.3% | +171.1% | -174.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KEY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling