+355.6%
KMB vs FIS
+374.5%
-18.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.0% | +1.1% | -4.1% | -3.2% |
| 30D | -5.5% | -2.2% | -3.3% | -5.1% |
| 3M | +14.0% | +2.1% | +11.8% | +13.3% |
| 6M | +4.1% | -14.7% | +18.8% | +6.9% |
| YTD | +8.0% | -35.7% | +43.7% | +16.9% |
| 1Y | -13.7% | -37.1% | +23.3% | -6.4% |
| 3Y | -5.9% | -20.0% | +14.1% | -3.9% |
| 5Y | -8.6% | -62.1% | +53.5% | +5.5% |
| 10Y | +17.3% | -37.4% | +54.7% | +19.3% |
| All | +355.6% | +374.5% | -18.9% | +218.9% |
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