+64.0%
FISV vs KEYS
+1,113.8%
-1,049.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.0% | +1.4% | +4.2% |
| 7D | -2.7% | +3.5% | -6.2% | -3.7% |
| 30D | 0.0% | -4.5% | +4.5% | +1.2% |
| 3M | -2.8% | -0.4% | -2.4% | -4.2% |
| 6M | -11.8% | +19.1% | -31.0% | -18.9% |
| YTD | -23.2% | +66.7% | -89.9% | -38.2% |
| 1Y | -62.0% | +96.5% | -158.5% | -71.4% |
| 3Y | -57.6% | +155.2% | -212.8% | -72.1% |
| 5Y | -53.4% | +88.0% | -141.4% | -66.3% |
| 10Y | +2.9% | +1,046.8% | -1,043.9% | -58.9% |
| All | +64.0% | +1,113.8% | -1,049.8% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling