+175.8%
KDP vs FIS
-40.5%
+216.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +1.1% |
| 7D | +2.1% | -3.5% | +5.5% | +2.8% |
| 30D | +8.5% | -7.8% | +16.3% | +10.3% |
| 3M | +6.6% | +0.8% | +5.8% | +6.4% |
| 6M | +17.1% | -21.9% | +39.0% | +22.6% |
| YTD | +19.0% | -39.5% | +58.5% | +31.4% |
| 1Y | +21.8% | -41.0% | +62.8% | +35.0% |
| 3Y | +6.4% | -23.6% | +30.1% | +9.4% |
| 5Y | +5.1% | -65.6% | +70.8% | +29.8% |
| 10Y | +175.8% | -40.2% | +216.0% | +194.5% |
| All | +175.8% | -40.5% | +216.3% | +194.5% |
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