-1.2%
FISV vs KHC
+8.5%
-9.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.9% |
| 7D | +1.4% | +2.0% | -0.6% | +0.8% |
| 30D | +38.4% | +10.6% | +27.8% | +34.4% |
| 3M | +14.9% | +0.5% | +14.4% | +14.3% |
| 6M | +21.8% | +12.1% | +9.7% | +20.9% |
| YTD | -5.0% | +8.9% | -14.0% | -5.9% |
| 1Y | -1.2% | +7.5% | -8.7% | -2.1% |
| All | -1.2% | +8.5% | -9.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling