+1,015.5%
FCX vs KGC
+47.6%
+967.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.9% |
| 7D | -4.9% | -1.3% | -3.6% | -4.5% |
| 30D | +4.8% | +20.3% | -15.5% | -1.2% |
| 3M | +4.6% | +8.1% | -3.5% | +2.2% |
| 6M | +10.8% | -8.8% | +19.6% | +14.2% |
| YTD | +44.2% | +10.1% | +34.2% | +39.9% |
| 1Y | +59.6% | +44.2% | +15.3% | +42.0% |
| 3Y | +82.2% | +533.0% | -450.8% | +1.0% |
| 5Y | +115.6% | +443.0% | -327.4% | +23.1% |
| 10Y | +670.6% | +678.6% | -8.0% | +242.3% |
| All | +1,015.5% | +47.6% | +967.8% | +403.7% |
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