+1,069.2%
FCX vs KNX
+4,690.3%
-3,621.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.4% |
| 7D | +3.1% | +2.3% | +0.8% | +2.2% |
| 30D | +8.1% | +0.5% | +7.6% | +7.7% |
| 3M | +18.9% | -14.1% | +33.1% | +24.4% |
| 6M | +26.6% | +19.8% | +6.8% | +17.9% |
| YTD | +51.2% | +32.7% | +18.4% | +35.6% |
| 1Y | +75.6% | +62.3% | +13.2% | +46.7% |
| 3Y | +101.7% | +36.8% | +64.9% | +74.9% |
| 5Y | +134.6% | +41.8% | +92.9% | +99.5% |
| 10Y | +724.2% | +169.7% | +554.5% | +468.8% |
| All | +1,069.2% | +4,690.3% | -3,621.1% | +494.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling