+74.3%
FCX vs KHC
-12.7%
+87.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +2.5% |
| 7D | -4.9% | +1.1% | -6.0% | -4.8% |
| 30D | -17.1% | +12.0% | -29.1% | -17.0% |
| 3M | -12.7% | +0.2% | -12.8% | -12.4% |
| 6M | -2.0% | +10.3% | -12.3% | -2.5% |
| YTD | +18.1% | +6.7% | +11.3% | +17.9% |
| 1Y | +55.2% | +10.9% | +44.3% | +54.2% |
| 3Y | +74.3% | -12.6% | +87.0% | +57.7% |
| All | +74.3% | -12.7% | +87.1% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling