-63.0%
FISV vs KHC
-2.1%
-60.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -7.2% | -2.5% | -4.7% | -5.9% |
| 30D | -7.2% | +0.5% | -7.7% | -7.6% |
| 3M | -8.2% | +3.0% | -11.2% | -9.6% |
| 6M | -17.7% | +6.6% | -24.3% | -20.1% |
| YTD | -27.2% | +5.8% | -32.9% | -29.2% |
| 1Y | -63.0% | -2.2% | -60.8% | -57.4% |
| All | -63.0% | -2.1% | -60.9% | -57.4% |
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