+16.2%
KDP vs FIS
-71.2%
+87.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +2.1% |
| 7D | -0.8% | +2.8% | -3.6% | -1.1% |
| 30D | +9.7% | -16.7% | +26.4% | +11.1% |
| 3M | +17.6% | -32.3% | +49.9% | +22.3% |
| 6M | +25.8% | -29.1% | +54.8% | +29.9% |
| YTD | +33.9% | -54.1% | +88.0% | +45.9% |
| 1Y | +38.9% | -53.7% | +92.6% | +51.1% |
| 3Y | +26.8% | -38.8% | +65.6% | +31.8% |
| All | +16.2% | -71.2% | +87.5% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling