-54.1%
KHC vs FIS
-54.6%
+0.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -2.0% | -29.4% | +27.4% | +4.5% |
| 30D | +9.7% | -16.7% | +26.4% | +12.6% |
| 3M | -2.0% | -33.0% | +31.0% | +5.6% |
| 6M | +5.4% | -33.3% | +38.8% | +13.6% |
| YTD | +5.9% | -56.0% | +61.9% | +24.8% |
| 1Y | +7.5% | -54.6% | +62.0% | +25.6% |
| 3Y | -12.4% | -40.6% | +28.2% | -5.0% |
| 5Y | -15.8% | -71.9% | +56.1% | +8.0% |
| 10Y | -54.1% | -55.3% | +1.3% | -49.9% |
| All | -54.1% | -54.6% | +0.5% | -49.9% |
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