+309.0%
FISV vs KDP
+1,132.0%
-823.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.9% |
| 30D | -2.1% | +6.0% | -8.0% | -4.4% |
| 3M | -5.7% | +9.2% | -14.9% | -9.3% |
| 6M | -15.3% | +14.7% | -30.0% | -20.5% |
| YTD | -21.1% | +19.2% | -40.3% | -27.4% |
| 1Y | -61.1% | +15.2% | -76.3% | -63.2% |
| 3Y | -56.8% | +6.0% | -62.8% | -58.5% |
| 5Y | -54.2% | +5.4% | -59.6% | -56.0% |
| 10Y | +1.6% | +171.9% | -170.3% | -36.1% |
| All | +309.0% | +1,132.0% | -823.0% | +25.5% |
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