-11.0%
KR vs FIS
-40.5%
+29.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | -7.9% | +7.7% | +1.2% |
| 30D | +5.1% | -8.0% | +13.0% | +6.4% |
| 3M | -8.2% | +0.6% | -8.8% | -7.6% |
| 6M | -18.0% | -22.2% | +4.2% | -17.5% |
| YTD | -4.8% | -40.8% | +36.0% | -3.0% |
| 1Y | -11.0% | -41.5% | +30.5% | -9.1% |
| All | -11.0% | -40.5% | +29.4% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling