+724.1%
FCX vs KGC
+678.3%
+45.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +3.1% | -0.1% | +3.2% | +3.0% |
| 30D | +8.1% | +10.5% | -2.4% | +4.3% |
| 3M | +18.9% | +19.8% | -0.9% | +11.5% |
| 6M | +26.6% | -6.7% | +33.3% | +29.4% |
| YTD | +51.2% | +7.8% | +43.4% | +47.1% |
| 1Y | +75.6% | +35.7% | +39.9% | +58.0% |
| 3Y | +101.7% | +553.7% | -452.0% | +8.6% |
| 5Y | +134.6% | +461.7% | -327.1% | +27.8% |
| 10Y | +724.1% | +710.2% | +14.0% | +314.9% |
| All | +724.1% | +678.3% | +45.9% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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