-3.3%
FISV vs KIM
+33.1%
-36.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -7.2% | -1.5% | -5.7% | -6.7% |
| 30D | -7.2% | -1.7% | -5.5% | -6.6% |
| 3M | -8.2% | -7.1% | -1.0% | -5.7% |
| 6M | -17.7% | +2.9% | -20.6% | -18.6% |
| YTD | -27.2% | +18.8% | -46.0% | -31.7% |
| 1Y | -63.0% | +9.4% | -72.4% | -64.1% |
| 3Y | -59.8% | +44.6% | -104.3% | -65.0% |
| 5Y | -55.8% | +37.9% | -93.7% | -61.2% |
| All | -3.3% | +33.1% | -36.3% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling