-60.0%
FISV vs KIM
+45.1%
-105.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -6.4% | -1.0% | -5.4% | -6.0% |
| 30D | -6.8% | -1.1% | -5.8% | -6.4% |
| 3M | -10.0% | -5.3% | -4.6% | -7.8% |
| 6M | -20.6% | +3.9% | -24.5% | -22.0% |
| YTD | -27.6% | +20.3% | -47.8% | -33.3% |
| 1Y | -64.3% | +10.4% | -74.8% | -65.8% |
| All | -60.0% | +45.1% | -105.2% | -65.1% |
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