+25.7%
FISV vs KHC
-41.6%
+67.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -0.3% | -1.8% | +1.4% | +0.2% |
| 30D | -2.1% | -1.9% | -0.2% | -1.5% |
| 3M | -5.7% | +14.4% | -20.1% | -9.9% |
| 6M | -15.3% | +8.7% | -24.1% | -17.9% |
| YTD | -21.1% | +7.8% | -28.9% | -23.6% |
| 1Y | -61.1% | -1.5% | -59.6% | -60.8% |
| 3Y | -56.8% | -9.9% | -47.0% | -55.9% |
| 5Y | -54.2% | -10.7% | -43.4% | -53.6% |
| 10Y | +1.6% | -55.7% | +57.3% | +17.5% |
| All | +25.7% | -41.6% | +67.3% | +24.3% |
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