+827.0%
FCX vs KGC
+3.0%
+824.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.8% | +2.5% | -1.4% |
| 7D | -2.4% | +8.0% | -10.4% | -4.8% |
| 30D | -18.0% | -9.3% | -8.7% | -15.6% |
| 3M | -14.3% | -21.3% | +7.0% | -8.1% |
| 6M | -1.7% | -31.5% | +29.8% | +10.0% |
| YTD | +19.8% | -23.2% | +43.1% | +29.5% |
| 1Y | +48.6% | -15.0% | +63.7% | +55.7% |
| 3Y | +85.8% | +328.7% | -242.9% | +16.1% |
| 5Y | +72.2% | +262.9% | -190.6% | +11.1% |
| 10Y | +386.3% | +568.9% | -182.6% | +127.6% |
| All | +827.0% | +3.0% | +824.0% | +366.2% |
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