+748.3%
FCX vs KEEL
+294.5%
+453.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.6% |
| 7D | -2.3% | +2.9% | -5.2% | -2.5% |
| 30D | +2.7% | +0.8% | +1.8% | +2.4% |
| 3M | +7.4% | -35.3% | +42.7% | +10.9% |
| 6M | +16.0% | +59.4% | -43.4% | +9.1% |
| YTD | +40.9% | +51.9% | -11.0% | +32.3% |
| 1Y | +56.4% | +75.0% | -18.6% | +41.9% |
| 3Y | +84.2% | +224.5% | -140.3% | +47.4% |
| 5Y | +114.6% | -35.9% | +150.5% | +80.1% |
| All | +748.3% | +294.5% | +453.8% | +500.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling