-43.1%
KHC vs COPX
+455.6%
-498.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -1.8% | -4.0% | +2.2% | -1.2% |
| 30D | -1.9% | +4.5% | -6.4% | -2.6% |
| 3M | +14.4% | +0.8% | +13.6% | +13.6% |
| 6M | +8.7% | +3.2% | +5.5% | +7.0% |
| YTD | +7.8% | +26.7% | -18.9% | +2.0% |
| 1Y | -1.5% | +85.7% | -87.2% | -13.1% |
| 3Y | -9.9% | +151.2% | -161.0% | -26.3% |
| 5Y | -10.7% | +170.0% | -180.7% | -30.0% |
| 10Y | -55.7% | +572.9% | -628.6% | -74.3% |
| All | -43.1% | +455.6% | -498.7% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling