-3.3%
FISV vs KHC
-54.5%
+51.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -7.2% | -2.5% | -4.7% | -6.4% |
| 30D | -7.2% | +0.5% | -7.7% | -7.3% |
| 3M | -8.2% | +3.0% | -11.2% | -9.0% |
| 6M | -17.7% | +6.6% | -24.3% | -19.5% |
| YTD | -27.2% | +5.8% | -32.9% | -28.9% |
| 1Y | -63.0% | -2.2% | -60.8% | -62.6% |
| 3Y | -59.8% | -12.5% | -47.2% | -58.5% |
| 5Y | -55.8% | -13.6% | -42.2% | -54.8% |
| All | -3.3% | -54.5% | +51.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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