+386.3%
FCX vs KHC
-54.5%
+440.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -2.4% | -1.1% | -1.2% | -2.1% |
| 30D | -18.0% | +8.8% | -26.8% | -20.3% |
| 3M | -14.3% | -1.2% | -13.1% | -14.5% |
| 6M | -1.7% | +4.6% | -6.4% | -4.6% |
| YTD | +19.8% | +5.1% | +14.7% | +15.5% |
| 1Y | +48.6% | +6.2% | +42.4% | +42.6% |
| 3Y | +85.8% | -12.9% | +98.7% | +86.7% |
| 5Y | +72.2% | -16.8% | +89.0% | +72.5% |
| 10Y | +386.3% | -52.4% | +438.7% | +381.0% |
| All | +386.3% | -54.5% | +440.8% | +381.0% |
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