+83.9%
FCX vs KEY
+127.6%
-43.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -0.3% | +2.9% | -3.2% | -1.8% |
| 30D | -14.7% | +8.4% | -23.2% | -18.2% |
| 3M | -11.2% | -5.8% | -5.4% | -8.6% |
| 6M | -11.4% | +5.4% | -16.8% | -14.3% |
| YTD | +17.7% | +7.1% | +10.7% | +12.6% |
| 1Y | +47.5% | +26.8% | +20.7% | +29.0% |
| 3Y | +83.9% | +128.7% | -44.8% | +14.4% |
| All | +83.9% | +127.6% | -43.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling