-56.0%
KHC vs COPX
+584.4%
-640.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | +0.1% |
| 7D | -2.5% | -2.9% | +0.4% | -2.2% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | +3.0% | +14.8% | -11.8% | +0.4% |
| 6M | +6.6% | +7.0% | -0.4% | +4.3% |
| YTD | +5.8% | +23.8% | -18.1% | +0.3% |
| 1Y | -2.2% | +75.7% | -77.9% | -13.3% |
| 3Y | -12.5% | +156.4% | -168.9% | -29.6% |
| 5Y | -13.6% | +167.6% | -181.2% | -33.1% |
| All | -56.0% | +584.4% | -640.4% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling