-61.1%
FISV vs KIM
+10.4%
-71.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.3% | +0.4% | -0.8% | -0.7% |
| 30D | -2.1% | -4.0% | +1.9% | +1.0% |
| 3M | -5.7% | +0.5% | -6.3% | -6.3% |
| 6M | -15.3% | +3.6% | -18.9% | -18.6% |
| YTD | -21.1% | +20.4% | -41.5% | -37.3% |
| 1Y | -61.1% | +9.7% | -70.8% | -63.7% |
| All | -61.1% | +10.4% | -71.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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