+1,075.1%
FCX vs KR
+2,199.6%
-1,124.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +5.8% |
| 7D | +5.7% | -1.3% | +7.0% | +6.0% |
| 30D | +10.1% | +1.5% | +8.5% | +9.7% |
| 3M | +20.2% | -8.5% | +28.7% | +21.8% |
| 6M | +29.7% | -21.9% | +51.6% | +34.8% |
| YTD | +51.9% | -6.9% | +58.8% | +51.7% |
| 1Y | +66.0% | -14.0% | +80.0% | +68.2% |
| 3Y | +102.7% | +30.3% | +72.4% | +83.4% |
| 5Y | +138.9% | +37.7% | +101.1% | +110.5% |
| 10Y | +701.1% | +125.2% | +575.9% | +492.3% |
| All | +1,075.1% | +2,199.6% | -1,124.5% | +385.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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