+370.6%
KMB vs FIS
+229.2%
+141.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.4% |
| 7D | +0.5% | -25.5% | +25.9% | +5.2% |
| 30D | +12.4% | -15.1% | +27.4% | +14.7% |
| 3M | +1.0% | -32.1% | +33.1% | +7.6% |
| 6M | +12.1% | -36.1% | +48.2% | +20.6% |
| YTD | +11.6% | -55.4% | +67.0% | +28.2% |
| 1Y | +13.1% | -53.9% | +67.0% | +29.0% |
| 3Y | +1.6% | -39.8% | +41.3% | +8.5% |
| 5Y | -0.3% | -71.1% | +70.8% | +19.8% |
| 10Y | +37.9% | -53.8% | +91.8% | +47.2% |
| All | +370.6% | +229.2% | +141.4% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling