+84.2%
FCX vs KNX
+34.6%
+49.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -2.3% | -5.6% | +3.3% | -0.4% |
| 30D | +2.7% | -4.4% | +7.1% | +4.1% |
| 3M | +7.4% | -17.3% | +24.7% | +14.1% |
| 6M | +16.0% | +22.6% | -6.6% | +6.1% |
| YTD | +40.9% | +31.1% | +9.8% | +24.9% |
| 1Y | +56.4% | +60.2% | -3.8% | +27.3% |
| 3Y | +84.2% | +35.8% | +48.5% | +63.0% |
| All | +84.2% | +34.6% | +49.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling