-42.4%
KWEB vs FIS
-65.0%
+22.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | -4.3% | -8.9% | +4.6% | -1.7% |
| 30D | -13.0% | -9.9% | -3.1% | -10.5% |
| 3M | -7.6% | 0.0% | -7.5% | -8.1% |
| 6M | -21.1% | -22.9% | +1.8% | -15.6% |
| YTD | -28.2% | -40.9% | +12.7% | -16.7% |
| 1Y | -34.9% | -40.4% | +5.6% | -24.7% |
| 3Y | -0.8% | -25.4% | +24.6% | +3.4% |
| All | -42.4% | -65.0% | +22.6% | -23.0% |
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