+1,278.3%
KDP vs FIS
+85.2%
+1,193.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | +2.2% | -25.5% | +27.7% | +8.7% |
| 30D | +19.9% | -15.1% | +35.0% | +23.1% |
| 3M | +21.5% | -32.1% | +53.6% | +32.2% |
| 6M | +30.1% | -36.1% | +66.2% | +43.3% |
| YTD | +34.9% | -55.4% | +90.3% | +62.7% |
| 1Y | +43.4% | -53.9% | +97.3% | +71.2% |
| 3Y | +29.1% | -39.8% | +68.8% | +39.8% |
| 5Y | +15.0% | -71.1% | +86.1% | +48.3% |
| 10Y | +234.1% | -53.8% | +287.9% | +254.4% |
| All | +1,278.3% | +85.2% | +1,193.1% | +682.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling