+373.5%
FCX vs KHC
-50.5%
+424.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.7% |
| 7D | -0.3% | +2.0% | -2.3% | -0.9% |
| 30D | -14.7% | +10.6% | -25.3% | -17.5% |
| 3M | -11.2% | +0.5% | -11.7% | -11.7% |
| 6M | -11.4% | +12.1% | -23.4% | -15.8% |
| YTD | +17.7% | +8.9% | +8.8% | +12.3% |
| 1Y | +47.5% | +7.5% | +40.0% | +41.2% |
| 3Y | +83.9% | -10.7% | +94.6% | +83.6% |
| 5Y | +54.0% | -13.2% | +67.1% | +52.2% |
| All | +373.5% | -50.5% | +424.0% | +375.2% |
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