+51.3%
FISV vs KHC
-41.0%
+92.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.8% |
| 7D | +1.4% | +2.0% | -0.6% | +0.7% |
| 30D | +38.4% | +10.6% | +27.8% | +33.8% |
| 3M | +14.9% | +0.5% | +14.4% | +14.6% |
| 6M | +21.8% | +12.1% | +9.7% | +17.1% |
| YTD | -5.0% | +8.9% | -14.0% | -8.4% |
| 1Y | -1.2% | +7.5% | -8.7% | -4.3% |
| 3Y | -47.5% | -10.7% | -36.8% | -46.2% |
| 5Y | -36.7% | -13.2% | -23.6% | -35.4% |
| 10Y | +26.9% | -50.6% | +77.5% | +39.3% |
| All | +51.3% | -41.0% | +92.3% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling