-47.5%
FISV vs KIM
+65.6%
-113.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +38.4% | +14.1% | +24.3% | +30.6% |
| 3M | +14.9% | +6.0% | +8.9% | +11.9% |
| 6M | +21.8% | +13.2% | +8.5% | +15.1% |
| YTD | -5.0% | +30.4% | -35.4% | -15.8% |
| 1Y | -1.2% | +31.0% | -32.2% | -12.6% |
| 3Y | -47.5% | +67.6% | -115.2% | -53.6% |
| All | -47.5% | +65.6% | -113.1% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling