+236.6%
FITB vs KEY
+121.9%
+114.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +0.3% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | +7.3% | +7.2% | +0.1% | +1.4% |
| 3M | -4.0% | -4.9% | +0.9% | 0.0% |
| 6M | +11.9% | +1.1% | +10.8% | +11.1% |
| YTD | +19.0% | +6.8% | +12.2% | +13.1% |
| 1Y | +31.0% | +23.3% | +7.7% | +10.8% |
| 3Y | +143.8% | +126.1% | +17.7% | +20.0% |
| 5Y | +48.9% | +15.2% | +33.7% | +22.0% |
| 10Y | +236.6% | +113.6% | +123.0% | +49.8% |
| All | +236.6% | +121.9% | +114.7% | +49.8% |
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 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