+13.6%
KMB vs FIS
-50.5%
+64.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -23.7% | +27.8% | +5.8% |
| 7D | +0.4% | -18.4% | +18.8% | +0.7% |
| 30D | +14.0% | -11.4% | +25.4% | +13.0% |
| 3M | -1.3% | -32.0% | +30.7% | +1.6% |
| 6M | +16.7% | -35.6% | +52.3% | +18.6% |
| YTD | +12.0% | -53.8% | +65.8% | +12.5% |
| 1Y | +13.6% | -51.1% | +64.7% | +13.7% |
| All | +13.6% | -50.5% | +64.2% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling