+2,820.2%
FITB vs KEY
+981.5%
+1,838.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.4% |
| 7D | -1.5% | -1.3% | -0.3% | -0.6% |
| 30D | +5.8% | +5.1% | +0.7% | +1.9% |
| 3M | -6.1% | -7.1% | +1.0% | -0.8% |
| 6M | +5.9% | -4.4% | +10.3% | +9.7% |
| YTD | +16.1% | +4.0% | +12.1% | +13.2% |
| 1Y | +28.8% | +23.4% | +5.4% | +10.5% |
| 3Y | +126.0% | +113.9% | +12.1% | +24.7% |
| 5Y | +45.3% | +12.3% | +33.0% | +22.7% |
| 10Y | +255.4% | +125.5% | +129.9% | +81.4% |
| All | +2,820.2% | +981.5% | +1,838.7% | +756.3% |
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