+239.3%
KDP vs FIS
-54.6%
+293.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +0.3% | -29.4% | +29.7% | +6.3% |
| 30D | +16.3% | -16.7% | +33.1% | +18.9% |
| 3M | +24.0% | -33.0% | +57.0% | +32.5% |
| 6M | +30.0% | -33.3% | +63.3% | +38.8% |
| YTD | +36.1% | -56.0% | +92.1% | +57.9% |
| 1Y | +46.8% | -54.6% | +101.4% | +69.1% |
| 3Y | +30.5% | -40.6% | +71.1% | +38.8% |
| 5Y | +17.9% | -71.9% | +89.8% | +47.6% |
| 10Y | +239.3% | -55.3% | +294.6% | +272.4% |
| All | +239.3% | -54.6% | +293.9% | +272.4% |
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