-49.9%
KHC vs FIS
-53.2%
+3.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.7% |
| 7D | +2.0% | +2.8% | -0.8% | +1.3% |
| 30D | +10.6% | -16.7% | +27.3% | +13.6% |
| 3M | +0.5% | -32.3% | +32.8% | +8.1% |
| 6M | +12.1% | -29.1% | +41.1% | +19.0% |
| YTD | +8.9% | -54.1% | +63.0% | +27.1% |
| 1Y | +7.5% | -53.7% | +61.2% | +25.1% |
| 3Y | -10.7% | -38.8% | +28.1% | -3.9% |
| 5Y | -13.2% | -71.1% | +57.9% | +10.9% |
| All | -49.9% | -53.2% | +3.3% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling