+27.4%
FISV vs KEY
+96.4%
-69.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +1.4% | +2.9% | -1.5% | +0.5% |
| 30D | +38.4% | +8.4% | +30.0% | +34.7% |
| 3M | +14.9% | -5.8% | +20.7% | +17.1% |
| 6M | +21.8% | +5.4% | +16.3% | +19.4% |
| YTD | -5.0% | +7.1% | -12.1% | -7.5% |
| 1Y | -1.2% | +26.8% | -28.0% | -8.9% |
| 3Y | -47.5% | +128.7% | -176.2% | -61.1% |
| 5Y | -36.7% | +13.6% | -50.4% | -43.2% |
| All | +27.4% | +96.4% | -69.0% | -14.4% |
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