+266.4%
KDP vs FIS
-52.2%
+318.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.7% | -5.0% | +0.5% |
| 7D | +4.0% | +1.5% | +2.5% | +3.6% |
| 30D | +16.8% | -11.8% | +28.6% | +18.0% |
| 3M | +32.0% | -28.5% | +60.6% | +39.4% |
| 6M | +35.2% | -27.0% | +62.2% | +41.8% |
| YTD | +40.9% | -53.1% | +94.0% | +61.5% |
| 1Y | +47.7% | -52.8% | +100.4% | +68.9% |
| 3Y | +34.8% | -37.5% | +72.3% | +42.1% |
| 5Y | +22.6% | -71.1% | +93.7% | +53.3% |
| 10Y | +266.4% | -52.0% | +318.5% | +296.9% |
| All | +266.4% | -52.2% | +318.7% | +296.9% |
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