-1.3%
KMB vs FIS
-71.2%
+69.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.7% |
| 7D | +0.9% | +2.8% | -1.9% | +0.6% |
| 30D | +10.1% | -16.7% | +26.8% | +11.3% |
| 3M | 0.0% | -32.3% | +32.3% | +3.6% |
| 6M | +15.7% | -29.1% | +44.7% | +19.1% |
| YTD | +12.6% | -54.1% | +66.8% | +21.1% |
| 1Y | +10.1% | -53.7% | +63.8% | +18.3% |
| 3Y | +2.1% | -38.8% | +41.0% | +6.5% |
| All | -1.3% | -71.2% | +69.9% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling