-3.1%
KHC vs COPX
+84.7%
-87.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.3% |
| 7D | -3.3% | -4.0% | +0.7% | -3.5% |
| 30D | -3.4% | +4.5% | -8.0% | -3.2% |
| 3M | +12.6% | +0.8% | +11.8% | +13.5% |
| 6M | +7.0% | +3.2% | +3.8% | +7.7% |
| YTD | +6.1% | +26.7% | -20.6% | +7.6% |
| 1Y | -3.1% | +85.7% | -88.7% | -0.3% |
| All | -3.1% | +84.7% | -87.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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