+6.8%
KDP vs FIS
-62.1%
+69.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +6.0% | -2.2% | +8.2% | +6.3% |
| 3M | +9.2% | +2.1% | +7.0% | +8.9% |
| 6M | +14.7% | -14.7% | +29.4% | +16.6% |
| YTD | +19.2% | -35.7% | +54.9% | +25.8% |
| 1Y | +15.2% | -37.1% | +52.2% | +21.8% |
| 3Y | +6.0% | -20.0% | +26.0% | +7.5% |
| All | +6.8% | -62.1% | +69.0% | +20.3% |
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 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