+48.4%
FCX vs KDP
+1,294.8%
-1,246.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | -4.9% | +2.2% | -7.1% | -6.0% |
| 30D | -17.1% | +19.9% | -37.1% | -24.4% |
| 3M | -12.7% | +21.5% | -34.1% | -21.2% |
| 6M | -2.0% | +30.1% | -32.1% | -15.2% |
| YTD | +18.1% | +34.9% | -16.9% | -0.9% |
| 1Y | +55.2% | +43.4% | +11.8% | +26.0% |
| 3Y | +74.3% | +29.1% | +45.2% | +44.0% |
| 5Y | +71.9% | +15.0% | +56.9% | +49.9% |
| 10Y | +498.4% | +234.1% | +264.3% | +169.2% |
| All | +48.4% | +1,294.8% | -1,246.3% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling