-10.1%
KHC vs FIS
-18.3%
+8.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.8% | +1.1% | -2.8% | -2.0% |
| 30D | -1.9% | -2.2% | +0.3% | -1.4% |
| 3M | +14.4% | +2.1% | +12.3% | +13.9% |
| 6M | +8.7% | -14.7% | +23.4% | +11.8% |
| YTD | +7.8% | -35.7% | +43.5% | +17.8% |
| 1Y | -1.5% | -37.1% | +35.5% | +8.1% |
| All | -10.1% | -18.3% | +8.2% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling