+358.8%
FCX vs KHC
-41.6%
+400.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -4.9% | -1.8% | -3.1% | -4.3% |
| 30D | +4.8% | -1.9% | +6.7% | +5.3% |
| 3M | +4.6% | +14.4% | -9.8% | -1.4% |
| 6M | +10.8% | +8.7% | +2.1% | +5.9% |
| YTD | +44.2% | +7.8% | +36.4% | +37.8% |
| 1Y | +59.6% | -1.5% | +61.1% | +57.4% |
| 3Y | +82.2% | -9.9% | +92.1% | +81.3% |
| 5Y | +115.6% | -10.7% | +126.4% | +109.7% |
| 10Y | +670.6% | -55.7% | +726.3% | +793.7% |
| All | +358.8% | -41.6% | +400.4% | +315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling