-14.8%
KHC vs FIS
-71.2%
+56.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.5% |
| 7D | +1.1% | -25.5% | +26.6% | +4.1% |
| 30D | +12.0% | -15.1% | +27.0% | +13.2% |
| 3M | +0.2% | -32.1% | +32.3% | +4.3% |
| 6M | +10.3% | -36.1% | +46.4% | +15.4% |
| YTD | +6.7% | -55.4% | +62.1% | +16.3% |
| 1Y | +10.9% | -53.9% | +64.7% | +20.2% |
| 3Y | -12.6% | -39.8% | +27.1% | -7.2% |
| All | -14.8% | -71.2% | +56.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling