+115.8%
FCX vs KNX
+37.6%
+78.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -2.3% | -5.6% | +3.3% | -0.1% |
| 30D | +2.7% | -4.4% | +7.1% | +4.3% |
| 3M | +7.4% | -17.3% | +24.7% | +15.3% |
| 6M | +16.0% | +22.6% | -6.6% | +4.4% |
| YTD | +40.9% | +31.1% | +9.8% | +22.3% |
| 1Y | +56.4% | +60.2% | -3.8% | +23.0% |
| 3Y | +84.2% | +35.8% | +48.5% | +50.7% |
| All | +115.8% | +37.6% | +78.2% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling