+48.8%
KR vs FIS
-65.9%
+114.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | -2.7% | -8.9% | +6.2% | -2.0% |
| 30D | +1.9% | -9.9% | +11.9% | +2.7% |
| 3M | -11.0% | 0.0% | -11.0% | -10.9% |
| 6M | -20.2% | -22.9% | +2.7% | -19.1% |
| YTD | -7.3% | -40.9% | +33.6% | -4.6% |
| 1Y | -13.1% | -40.4% | +27.3% | -10.6% |
| 3Y | +29.7% | -25.4% | +55.1% | +31.9% |
| 5Y | +48.8% | -64.8% | +113.6% | +52.0% |
| All | +48.8% | -65.9% | +114.7% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling