+60.4%
FCX vs KHC
-2.1%
+62.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.7% |
| 7D | -1.9% | -2.5% | +0.7% | -2.3% |
| 30D | +3.4% | +0.5% | +2.9% | +3.6% |
| 3M | +15.0% | +3.0% | +12.0% | +15.9% |
| 6M | +14.6% | +6.6% | +8.0% | +16.1% |
| YTD | +41.2% | +5.8% | +35.4% | +44.0% |
| 1Y | +60.4% | -2.2% | +62.6% | +61.6% |
| All | +60.4% | -2.1% | +62.4% | +61.6% |
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