+37.8%
KMB vs FIS
-52.2%
+90.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -2.8% |
| 7D | +0.1% | +1.5% | -1.4% | -0.3% |
| 30D | +10.2% | -11.8% | +22.0% | +11.3% |
| 3M | +1.5% | -28.5% | +30.0% | +6.5% |
| 6M | +16.6% | -27.0% | +43.7% | +21.8% |
| YTD | +12.1% | -53.1% | +65.2% | +26.4% |
| 1Y | +11.1% | -52.8% | +63.8% | +25.0% |
| 3Y | +1.9% | -37.5% | +39.4% | +7.3% |
| 5Y | -1.3% | -71.1% | +69.8% | +20.3% |
| 10Y | +37.8% | -52.0% | +89.8% | +44.2% |
| All | +37.8% | -52.2% | +90.0% | +44.2% |
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