+60.3%
FCX vs KHC
+11.6%
+48.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.4% | +2.2% |
| 7D | -6.0% | +6.6% | -12.6% | -4.6% |
| 30D | -13.6% | +16.5% | -30.1% | -10.7% |
| 3M | -6.8% | -3.0% | -3.8% | -6.6% |
| 6M | +13.2% | +17.4% | -4.2% | +15.8% |
| YTD | +24.4% | +10.3% | +14.1% | +30.3% |
| 1Y | +60.3% | +12.5% | +47.8% | +63.3% |
| All | +60.3% | +11.6% | +48.7% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 1y: compounded portfolio wealth divided by compounded KHC 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…
1y analysis · Full analysis span regression · 6 months rolling