HiFi-KPI: A Dataset for Hierarchical KPI Extraction from Earnings Filings

Rasmus T. Aavang, Giovanni Rizzi, Rasmus Tjalk-Bøggild, Alexandre Iolov, Mike Zhang, Johannes Bjerva


Abstract
Accurate tagging of earnings reports can yield significant short-term returns for stakeholders. The machine-readable inline eXtensible Business Reporting Language (iXBRL) is mandated for public financial filings. Yet, its complex, fine-grained taxonomy limits the cross-company transferability of tagged Key Performance Indicators (KPIs). To address this, we introduce the Hierarchical Financial Key Performance Indicator (HiFi-KPI) dataset, a large-scale corpus of 1.65M paragraphs and 198k unique, hierarchically organized labels linked to iXBRL taxonomies. HiFi-KPI supports multiple tasks and we evaluate three: KPI classification, KPI extraction, and structured KPI extraction. For rapid evaluation, we also release HiFi-KPI-Lite, a manually curated 2.5K-instance subset. Baselines on HiFi-KPI-Lite show that encoder-based models achieve over 0.906 macro-F1 on classification, while Large Language Models (LLMs) reach 0.440 F1 on structured extraction. Finally, a qualitative analysis reveals that extraction errors primarily relate to dates. We open-source all code and data at Anonymous.
Anthology ID:
2026.lrec-1.30
Volume:
Proceedings of the Fifteenth Language Resources and Evaluation Conference
Month:
May
Year:
2026
Address:
Palma de Mallorca, Spain
Editors:
Stelios Piperidis, Núria Bel, Henk van den Heuvel, Nancy Ide, Simon Krek, Antonio Toral
Venue:
LREC
SIG:
Publisher:
ELRA Language Resource Association
Note:
Pages:
441–455
Language:
External URL:
https://lrec.elra.info/lrec2026-main-030
DOI:
10.63317/2nbsp7zzfb3g
Bibkey:
Cite (ACL):
Rasmus T. Aavang, Giovanni Rizzi, Rasmus Tjalk-Bøggild, Alexandre Iolov, Mike Zhang, and Johannes Bjerva. 2026. HiFi-KPI: A Dataset for Hierarchical KPI Extraction from Earnings Filings. In Proceedings of the Fifteenth Language Resources and Evaluation Conference, pages 441–455, Palma de Mallorca, Spain. ELRA Language Resource Association.
Cite (Informal):
HiFi-KPI: A Dataset for Hierarchical KPI Extraction from Earnings Filings (Aavang et al., LREC 2026)
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