+373.5%
FCX vs KGC
+637.7%
-264.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.3% | -6.7% | +6.4% | +2.2% |
| 30D | -14.7% | -6.7% | -8.1% | -12.8% |
| 3M | -11.2% | -22.6% | +11.4% | -3.3% |
| 6M | -11.4% | -33.4% | +22.0% | +1.6% |
| YTD | +17.7% | -26.0% | +43.7% | +30.2% |
| 1Y | +47.5% | -18.3% | +65.8% | +57.9% |
| 3Y | +83.9% | +315.8% | -231.9% | +14.7% |
| 5Y | +54.0% | +225.7% | -171.7% | -1.8% |
| All | +373.5% | +637.7% | -264.1% | +158.9% |
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