+138.9%
FCX vs KHC
-10.2%
+149.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.3% |
| 7D | +5.7% | -2.2% | +7.9% | +5.9% |
| 30D | +10.1% | -0.1% | +10.1% | +10.0% |
| 3M | +20.2% | +8.3% | +11.8% | +18.8% |
| 6M | +29.7% | +5.0% | +24.7% | +28.6% |
| YTD | +51.9% | +8.0% | +43.9% | +50.0% |
| 1Y | +66.0% | -1.1% | +67.1% | +66.1% |
| 3Y | +102.7% | -10.7% | +113.5% | +102.8% |
| 5Y | +138.9% | -13.5% | +152.4% | +134.9% |
| All | +138.9% | -10.2% | +149.1% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling