+5,515.4%
FISV vs KIM
+3,319.9%
+2,195.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +38.4% | +14.1% | +24.3% | +32.9% |
| 3M | +14.9% | +6.0% | +8.9% | +12.9% |
| 6M | +21.8% | +13.2% | +8.5% | +17.1% |
| YTD | -5.0% | +30.4% | -35.4% | -12.7% |
| 1Y | -1.2% | +31.0% | -32.2% | -9.3% |
| 3Y | -47.5% | +67.6% | -115.2% | -55.6% |
| 5Y | -36.7% | +35.8% | -72.5% | -43.3% |
| 10Y | +26.9% | +63.7% | -36.8% | -1.3% |
| All | +5,515.4% | +3,319.9% | +2,195.5% | +1,528.5% |
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