+22.6%
FITB vs KEYS
+98.0%
-75.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +0.6% | +2.3% | -1.7% | +0.3% |
| 30D | -4.7% | -2.6% | -2.1% | -4.4% |
| 3M | +6.7% | -4.6% | +11.3% | +6.9% |
| 6M | +12.6% | +8.7% | +3.8% | +9.6% |
| YTD | +19.1% | +61.0% | -41.9% | +5.3% |
| 1Y | +22.6% | +96.0% | -73.4% | -0.2% |
| All | +22.6% | +98.0% | -75.3% | -0.2% |
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