-2.0%
FISV vs KEYS
+45.0%
-47.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.8% | +9.9% | -0.3% |
| 7D | +29.4% | -21.0% | +50.4% | +25.1% |
| 30D | +38.0% | -32.8% | +70.8% | +31.2% |
| 3M | +15.9% | -22.4% | +38.4% | +12.1% |
| 6M | +9.5% | -26.8% | +36.3% | +6.1% |
| YTD | -6.6% | +28.3% | -34.9% | -13.2% |
| 1Y | -2.0% | +40.2% | -42.2% | -10.1% |
| All | -2.0% | +45.0% | -47.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling