+27.4%
FISV vs KMB
+39.0%
-11.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.9% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | +38.4% | +10.1% | +28.4% | +33.2% |
| 3M | +14.9% | 0.0% | +14.9% | +14.7% |
| 6M | +21.8% | +15.7% | +6.1% | +14.8% |
| YTD | -5.0% | +12.6% | -17.7% | -10.1% |
| 1Y | -1.2% | +10.1% | -11.3% | -5.6% |
| 3Y | -47.5% | +2.1% | -49.7% | -48.9% |
| 5Y | -36.7% | -0.7% | -36.1% | -38.3% |
| All | +27.4% | +39.0% | -11.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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