+724.2%
FCX vs KHC
-55.4%
+779.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +3.1% | -4.8% | +7.9% | +4.6% |
| 30D | +8.1% | +0.3% | +7.8% | +7.9% |
| 3M | +18.9% | +6.7% | +12.2% | +15.5% |
| 6M | +26.6% | +4.2% | +22.4% | +23.4% |
| YTD | +51.2% | +6.7% | +44.4% | +45.7% |
| 1Y | +75.6% | -1.4% | +77.0% | +73.4% |
| 3Y | +101.7% | -11.8% | +113.5% | +102.5% |
| 5Y | +134.6% | -13.4% | +148.0% | +132.3% |
| 10Y | +724.2% | -54.3% | +778.4% | +649.7% |
| All | +724.2% | -55.4% | +779.6% | +649.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling