+60.3%
FCX vs KEYS
+55.9%
+4.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.7% | +4.3% |
| 7D | -6.0% | -14.8% | +8.8% | +1.3% |
| 30D | -13.6% | -25.6% | +12.0% | -0.7% |
| 3M | -6.8% | -16.2% | +9.4% | +0.6% |
| 6M | +13.2% | -18.6% | +31.8% | +23.2% |
| YTD | +24.4% | +40.7% | -16.3% | +7.1% |
| 1Y | +60.3% | +59.6% | +0.7% | +32.6% |
| All | +60.3% | +55.9% | +4.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling