+75.6%
FCX vs KGC
+33.7%
+41.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +3.1% | -0.1% | +3.2% | +2.9% |
| 30D | +8.1% | +10.5% | -2.4% | +1.5% |
| 3M | +18.9% | +19.8% | -0.9% | +5.8% |
| 6M | +26.6% | -6.7% | +33.3% | +29.2% |
| YTD | +51.2% | +7.8% | +43.4% | +42.6% |
| 1Y | +75.6% | +35.7% | +39.9% | +31.9% |
| All | +75.6% | +33.7% | +41.9% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling