+2.0%
FISV vs KDP
+172.7%
-170.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -2.7% | -3.7% | +1.0% | -1.2% |
| 30D | 0.0% | +6.2% | -6.2% | -2.3% |
| 3M | -2.8% | +1.2% | -4.0% | -3.4% |
| 6M | -11.8% | +15.3% | -27.2% | -17.1% |
| YTD | -23.2% | +14.8% | -38.0% | -28.0% |
| 1Y | -62.0% | +17.6% | -79.6% | -64.2% |
| 3Y | -57.6% | +2.1% | -59.7% | -58.4% |
| 5Y | -53.4% | +2.7% | -56.1% | -54.5% |
| All | +2.0% | +172.7% | -170.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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