+115.8%
FCX vs KEEL
-34.6%
+150.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.8% |
| 7D | -2.3% | +2.9% | -5.2% | -2.7% |
| 30D | +2.7% | +0.8% | +1.8% | +2.2% |
| 3M | +7.4% | -35.3% | +42.7% | +12.4% |
| 6M | +16.0% | +59.4% | -43.4% | +5.7% |
| YTD | +40.9% | +51.9% | -11.0% | +27.9% |
| 1Y | +56.4% | +75.0% | -18.6% | +34.3% |
| 3Y | +84.2% | +224.5% | -140.3% | +25.6% |
| All | +115.8% | -34.6% | +150.4% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling