+813.3%
FCX vs KEY
+301.1%
+512.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.8% |
| 7D | -4.9% | -1.3% | -3.6% | -4.3% |
| 30D | -17.1% | +5.1% | -22.3% | -18.8% |
| 3M | -12.7% | -7.1% | -5.6% | -10.3% |
| 6M | -2.0% | -4.4% | +2.4% | -0.6% |
| YTD | +18.1% | +4.0% | +14.1% | +15.9% |
| 1Y | +55.2% | +23.4% | +31.8% | +42.4% |
| 3Y | +74.3% | +113.9% | -39.6% | +27.3% |
| 5Y | +71.9% | +12.3% | +59.6% | +53.4% |
| 10Y | +498.4% | +125.5% | +372.9% | +310.5% |
| All | +813.3% | +301.1% | +512.2% | +350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling