+27.1%
FISV vs KEY
+107.2%
-80.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +38.8% | +6.7% | +32.0% | +35.7% |
| 3M | +21.2% | -4.6% | +25.8% | +23.0% |
| 6M | +17.5% | +2.6% | +14.9% | +16.3% |
| YTD | -4.9% | +7.0% | -11.8% | -7.3% |
| 1Y | -0.6% | +23.5% | -24.0% | -7.6% |
| 3Y | -47.4% | +126.4% | -173.8% | -60.9% |
| 5Y | -36.0% | +13.0% | -49.1% | -42.5% |
| 10Y | +27.1% | +99.5% | -72.4% | -14.3% |
| All | +27.1% | +107.2% | -80.1% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling