+813.3%
FCX vs KGC
+6.4%
+806.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +1.7% |
| 7D | -4.9% | +10.5% | -15.4% | -7.9% |
| 30D | -17.1% | -4.1% | -13.1% | -16.2% |
| 3M | -12.7% | -13.1% | +0.4% | -9.3% |
| 6M | -2.0% | -27.5% | +25.6% | +7.8% |
| YTD | +18.1% | -20.7% | +38.8% | +26.3% |
| 1Y | +55.2% | -6.1% | +61.2% | +57.6% |
| 3Y | +74.3% | +318.6% | -244.3% | +9.6% |
| 5Y | +71.9% | +289.9% | -218.0% | +8.4% |
| 10Y | +498.4% | +501.8% | -3.5% | +187.9% |
| All | +813.3% | +6.4% | +806.9% | +354.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling