+45.9%
FCX vs KHC
+5.9%
+40.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.5% |
| 7D | +4.4% | -3.3% | +7.7% | +3.6% |
| 30D | -16.3% | +9.1% | -25.5% | -14.5% |
| 3M | -12.5% | +1.4% | -13.9% | -11.5% |
| 6M | -8.0% | +8.4% | -16.4% | -5.8% |
| YTD | +20.1% | +6.2% | +14.0% | +24.7% |
| 1Y | +45.9% | +5.7% | +40.2% | +51.4% |
| All | +45.9% | +5.9% | +40.0% | +51.4% |
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