+4,566.3%
FISV vs KIM
+3,058.9%
+1,507.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.3% | +0.4% | -0.8% | -0.5% |
| 30D | -2.1% | -4.0% | +1.9% | -0.8% |
| 3M | -5.7% | +0.5% | -6.3% | -5.9% |
| 6M | -15.3% | +3.6% | -18.9% | -16.4% |
| YTD | -21.1% | +20.4% | -41.5% | -25.7% |
| 1Y | -61.1% | +9.7% | -70.8% | -62.1% |
| 3Y | -56.8% | +46.0% | -102.8% | -61.9% |
| 5Y | -54.2% | +34.4% | -88.6% | -58.8% |
| 10Y | +1.6% | +29.3% | -27.7% | -15.3% |
| All | +4,566.3% | +3,058.9% | +1,507.4% | +1,286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling