-56.5%
FISV vs KDP
+6.3%
-62.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -1.6% | +2.1% | -3.6% | -2.4% |
| 30D | -3.0% | +8.5% | -11.4% | -6.2% |
| 3M | -3.5% | +6.6% | -10.1% | -6.2% |
| 6M | -19.4% | +17.1% | -36.5% | -24.8% |
| YTD | -24.3% | +19.0% | -43.3% | -30.4% |
| 1Y | -62.4% | +21.8% | -84.2% | -65.0% |
| 3Y | -58.2% | +6.4% | -64.6% | -59.6% |
| 5Y | -56.5% | +5.1% | -61.7% | -57.3% |
| All | -56.5% | +6.3% | -62.8% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling