+809.9%
FCX vs KEEL
+309.9%
+499.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +3.1% | +19.3% | -16.2% | +1.3% |
| 30D | +8.1% | +9.1% | -1.0% | +6.9% |
| 3M | +18.9% | -31.5% | +50.5% | +22.1% |
| 6M | +26.6% | +75.8% | -49.2% | +17.9% |
| YTD | +51.2% | +57.9% | -6.7% | +41.3% |
| 1Y | +75.6% | +133.3% | -57.8% | +54.8% |
| 3Y | +101.7% | +204.1% | -102.4% | +62.1% |
| 5Y | +134.6% | -37.5% | +172.2% | +96.8% |
| All | +809.9% | +309.9% | +499.9% | +541.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling