+55.7%
FCX vs KDP
+1,306.6%
-1,250.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.3% |
| 30D | -15.2% | +16.3% | -31.5% | -21.5% |
| 3M | -10.3% | +24.0% | -34.3% | -19.8% |
| 6M | +1.6% | +30.0% | -28.4% | -12.1% |
| YTD | +23.9% | +36.1% | -12.2% | +3.6% |
| 1Y | +58.0% | +46.8% | +11.2% | +26.9% |
| 3Y | +94.6% | +30.5% | +64.1% | +59.9% |
| 5Y | +70.4% | +17.9% | +52.5% | +46.7% |
| 10Y | +430.7% | +239.3% | +191.4% | +137.2% |
| All | +55.7% | +1,306.6% | -1,250.9% | -74.6% |
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