+16.8%
KMB vs FIS
-40.5%
+57.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -0.8% |
| 7D | -2.7% | -3.5% | +0.7% | -2.1% |
| 30D | -5.0% | -7.8% | +2.8% | -3.6% |
| 3M | +6.6% | +0.8% | +5.7% | +6.3% |
| 6M | +1.0% | -21.9% | +22.9% | +5.2% |
| YTD | +6.0% | -39.5% | +45.5% | +15.5% |
| 1Y | -16.6% | -41.0% | +24.4% | -8.8% |
| 3Y | -8.6% | -23.6% | +15.0% | -6.2% |
| 5Y | -10.9% | -65.6% | +54.8% | +7.3% |
| 10Y | +16.8% | -40.2% | +57.0% | +21.4% |
| All | +16.8% | -40.5% | +57.3% | +21.4% |
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