+286.4%
FITB vs KEY
+171.8%
+114.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +0.6% | +2.2% | -1.6% | -1.2% |
| 30D | -4.7% | -3.0% | -1.7% | -2.3% |
| 3M | +6.7% | +3.3% | +3.3% | +3.9% |
| 6M | +12.6% | +9.2% | +3.4% | +5.0% |
| YTD | +19.1% | +10.6% | +8.5% | +10.1% |
| 1Y | +22.6% | +20.4% | +2.2% | +5.7% |
| 3Y | +127.1% | +121.8% | +5.3% | +13.5% |
| 5Y | +71.8% | +41.1% | +30.7% | +18.0% |
| All | +286.4% | +171.8% | +114.6% | +58.0% |
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