+0.1%
KMB vs FIS
-41.2%
+41.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -0.9% |
| 7D | -3.0% | -3.5% | +0.5% | -2.6% |
| 30D | +9.1% | -19.4% | +28.5% | +10.4% |
| 3M | -0.4% | -31.6% | +31.1% | +3.5% |
| 6M | +13.0% | -32.5% | +45.5% | +17.3% |
| YTD | +10.3% | -56.0% | +66.3% | +21.3% |
| 1Y | +8.2% | -55.5% | +63.8% | +18.7% |
| All | +0.1% | -41.2% | +41.2% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling