+114.3%
FCX vs KEY
+40.7%
+73.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | -4.9% | +2.2% | -7.1% | -5.8% |
| 30D | +4.8% | -3.0% | +7.8% | +6.2% |
| 3M | +4.6% | +3.3% | +1.3% | +2.8% |
| 6M | +10.8% | +9.2% | +1.6% | +6.3% |
| YTD | +44.2% | +10.6% | +33.6% | +37.1% |
| 1Y | +59.6% | +20.4% | +39.2% | +45.5% |
| 3Y | +82.2% | +121.8% | -39.6% | +23.8% |
| All | +114.3% | +40.7% | +73.6% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling