+612.2%
FCX vs KEYS
+1,049.9%
-437.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.6% |
| 7D | -2.3% | +3.5% | -5.8% | -4.3% |
| 30D | +2.7% | -4.5% | +7.1% | +5.2% |
| 3M | +7.4% | -0.4% | +7.8% | +6.3% |
| 6M | +16.0% | +19.1% | -3.1% | +2.7% |
| YTD | +40.9% | +66.7% | -25.7% | -0.5% |
| 1Y | +56.4% | +96.5% | -40.0% | -0.9% |
| 3Y | +84.2% | +155.2% | -70.9% | -3.8% |
| 5Y | +114.6% | +88.0% | +26.6% | +32.6% |
| All | +612.2% | +1,049.9% | -437.7% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling