+11,131.7%
FISV vs KEY
+1,050.5%
+10,081.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.3% | +2.2% | -2.5% | -0.9% |
| 30D | -2.1% | -3.0% | +1.0% | -1.3% |
| 3M | -5.7% | +3.3% | -9.1% | -6.6% |
| 6M | -15.3% | +9.2% | -24.5% | -17.4% |
| YTD | -21.1% | +10.6% | -31.7% | -23.4% |
| 1Y | -61.1% | +20.4% | -81.5% | -63.0% |
| 3Y | -56.8% | +121.8% | -178.7% | -66.0% |
| 5Y | -54.2% | +41.1% | -95.3% | -60.7% |
| 10Y | +1.6% | +168.5% | -166.9% | -31.1% |
| All | +11,131.7% | +1,050.5% | +10,081.2% | +4,894.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling