+239.1%
KDP vs FIS
-55.0%
+294.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.1% | -1.3% | -6.2% |
| 7D | -4.0% | -3.5% | -0.5% | -3.3% |
| 30D | +8.5% | -19.4% | +27.9% | +11.7% |
| 3M | +20.7% | -31.6% | +52.3% | +28.5% |
| 6M | +23.2% | -32.5% | +55.7% | +31.3% |
| YTD | +30.5% | -56.0% | +86.4% | +51.5% |
| 1Y | +35.9% | -55.5% | +91.4% | +57.3% |
| 3Y | +24.8% | -41.3% | +66.1% | +33.2% |
| 5Y | +13.4% | -72.3% | +85.7% | +42.6% |
| All | +239.1% | -55.0% | +294.1% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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