+392.2%
FISV vs KDP
+1,283.7%
-891.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | +38.4% | +9.7% | +28.7% | +32.8% |
| 3M | +14.9% | +17.6% | -2.7% | +6.9% |
| 6M | +21.8% | +25.8% | -4.0% | +10.0% |
| YTD | -5.0% | +33.9% | -38.9% | -17.1% |
| 1Y | -1.2% | +38.9% | -40.0% | -15.2% |
| 3Y | -47.5% | +26.8% | -74.3% | -53.3% |
| 5Y | -36.7% | +16.3% | -53.1% | -41.9% |
| 10Y | +26.9% | +248.1% | -221.3% | -28.4% |
| All | +392.2% | +1,283.7% | -891.5% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling