+1,015.5%
FCX vs KEY
+326.7%
+688.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | -4.9% | +2.2% | -7.1% | -5.7% |
| 30D | +4.8% | -3.0% | +7.8% | +6.0% |
| 3M | +4.6% | +3.3% | +1.3% | +3.1% |
| 6M | +10.8% | +9.2% | +1.6% | +7.1% |
| YTD | +44.2% | +10.6% | +33.6% | +38.3% |
| 1Y | +59.6% | +20.4% | +39.2% | +47.8% |
| 3Y | +82.2% | +121.8% | -39.6% | +30.9% |
| 5Y | +115.6% | +41.1% | +74.5% | +76.7% |
| 10Y | +670.6% | +168.5% | +502.0% | +399.0% |
| All | +1,015.5% | +326.7% | +688.8% | +437.3% |
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