+38.7%
KMB vs FIS
-54.6%
+93.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.5% |
| 7D | +3.4% | -29.4% | +32.8% | +8.9% |
| 30D | +14.7% | -16.7% | +31.4% | +17.1% |
| 3M | +3.3% | -33.0% | +36.2% | +9.7% |
| 6M | +16.8% | -33.3% | +50.1% | +24.0% |
| YTD | +15.2% | -56.0% | +71.2% | +31.4% |
| 1Y | +13.3% | -54.6% | +67.9% | +28.4% |
| 3Y | +5.4% | -40.6% | +46.1% | +12.0% |
| 5Y | +2.7% | -71.9% | +74.7% | +25.3% |
| 10Y | +38.7% | -55.3% | +94.0% | +47.5% |
| All | +38.7% | -54.6% | +93.3% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling