-60.0%
FISV vs KHC
-12.1%
-48.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -3.9% |
| 7D | -6.4% | -4.8% | -1.6% | -4.7% |
| 30D | -6.8% | +0.3% | -7.1% | -7.0% |
| 3M | -10.0% | +6.7% | -16.7% | -11.9% |
| 6M | -20.6% | +4.2% | -24.8% | -21.7% |
| YTD | -27.6% | +6.7% | -34.3% | -29.5% |
| 1Y | -64.3% | -1.4% | -62.9% | -63.9% |
| All | -60.0% | -12.1% | -48.0% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling