-57.7%
FISV vs KEY
+40.7%
-98.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.3% |
| 7D | -6.4% | -0.3% | -6.1% | -6.3% |
| 30D | -6.8% | -3.3% | -3.6% | -5.9% |
| 3M | -10.0% | -0.7% | -9.2% | -9.8% |
| 6M | -20.6% | +12.5% | -33.1% | -23.4% |
| YTD | -27.6% | +8.4% | -36.0% | -29.4% |
| 1Y | -64.3% | +18.4% | -82.8% | -66.1% |
| 3Y | -60.0% | +123.3% | -183.3% | -68.8% |
| 5Y | -57.7% | +38.8% | -96.5% | -63.2% |
| All | -57.7% | +40.7% | -98.4% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling