+37.7%
KR vs FIS
-25.5%
+63.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | -7.9% | +7.7% | +0.9% |
| 30D | +5.1% | -8.0% | +13.0% | +6.2% |
| 3M | -8.2% | +0.6% | -8.8% | -8.0% |
| 6M | -18.0% | -22.2% | +4.2% | -16.3% |
| YTD | -4.8% | -40.8% | +36.0% | -0.4% |
| 1Y | -11.0% | -41.5% | +30.5% | -6.9% |
| 3Y | +37.7% | -25.5% | +63.2% | +41.8% |
| All | +37.7% | -25.5% | +63.1% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling