+29.1%
KDP vs FIS
-39.8%
+68.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | +2.2% | -25.5% | +27.7% | +4.2% |
| 30D | +19.9% | -15.1% | +35.0% | +20.0% |
| 3M | +21.5% | -32.1% | +53.6% | +25.0% |
| 6M | +30.1% | -36.1% | +66.2% | +34.2% |
| YTD | +34.9% | -55.4% | +90.3% | +45.9% |
| 1Y | +43.4% | -53.9% | +97.3% | +54.2% |
| 3Y | +29.1% | -39.8% | +68.8% | +33.9% |
| All | +29.1% | -39.8% | +68.9% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling