-22.5%
KWEB vs FIS
-39.8%
+17.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -7.9% | +2.3% | -2.9% |
| 30D | -10.7% | -8.0% | -2.7% | -8.4% |
| 3M | -7.4% | +0.6% | -8.0% | -8.2% |
| 6M | -19.3% | -22.2% | +2.9% | -13.1% |
| YTD | -27.8% | -40.8% | +13.0% | -14.5% |
| 1Y | -35.9% | -41.5% | +5.6% | -24.0% |
| 3Y | -1.9% | -25.5% | +23.6% | +3.3% |
| 5Y | -43.2% | -64.8% | +21.6% | -21.9% |
| All | -22.5% | -39.8% | +17.2% | -22.8% |
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 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