+26.8%
KDP vs FIS
-38.7%
+65.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +2.2% |
| 7D | -0.8% | +2.8% | -3.6% | -1.0% |
| 30D | +9.7% | -16.7% | +26.4% | +10.3% |
| 3M | +17.6% | -32.3% | +49.9% | +21.3% |
| 6M | +25.8% | -29.1% | +54.8% | +28.8% |
| YTD | +33.9% | -54.1% | +88.0% | +44.5% |
| 1Y | +38.9% | -53.7% | +92.6% | +49.6% |
| 3Y | +26.8% | -38.8% | +65.6% | +31.3% |
| All | +26.8% | -38.7% | +65.5% | +31.3% |
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