+133.4%
KR vs FIS
-39.8%
+173.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | -7.9% | +7.7% | +0.5% |
| 30D | +5.1% | -8.0% | +13.0% | +5.8% |
| 3M | -8.2% | +0.6% | -8.8% | -8.1% |
| 6M | -18.0% | -22.2% | +4.2% | -16.5% |
| YTD | -4.8% | -40.8% | +36.0% | -1.1% |
| 1Y | -11.0% | -41.5% | +30.5% | -7.6% |
| 3Y | +37.7% | -25.5% | +63.2% | +39.9% |
| 5Y | +52.8% | -64.8% | +117.6% | +63.5% |
| All | +133.4% | -39.8% | +173.1% | +122.4% |
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