+60.3%
FCX vs KEEL
-45.0%
+105.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.5% | +2.1% |
| 7D | -6.0% | -13.6% | +7.6% | -3.6% |
| 30D | -13.6% | -39.1% | +25.5% | -5.4% |
| 3M | -6.8% | -48.9% | +42.1% | +4.5% |
| 6M | +13.2% | -35.4% | +48.6% | +20.5% |
| YTD | +24.4% | -10.6% | +35.0% | +22.6% |
| 1Y | +60.3% | -45.3% | +105.6% | +66.5% |
| All | +60.3% | -45.0% | +105.2% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling