+134.6%
FCX vs KDP
+3.6%
+131.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +3.1% | -1.6% | +4.7% | +3.4% |
| 30D | +8.1% | +9.5% | -1.4% | +5.9% |
| 3M | +18.9% | +2.6% | +16.3% | +17.8% |
| 6M | +26.6% | +15.6% | +11.0% | +21.3% |
| YTD | +51.2% | +17.3% | +33.8% | +44.2% |
| 1Y | +75.6% | +20.1% | +55.5% | +65.4% |
| 3Y | +101.7% | +4.9% | +96.8% | +94.0% |
| 5Y | +134.6% | +5.0% | +129.6% | +119.9% |
| All | +134.6% | +3.6% | +131.0% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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