+613.6%
FCX vs KRE
+124.5%
+489.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -6.9% |
| 7D | -1.9% | -1.4% | -0.4% | -0.9% |
| 30D | +3.4% | -3.9% | +7.3% | +6.3% |
| 3M | +15.0% | +3.6% | +11.4% | +11.2% |
| 6M | +14.6% | +15.4% | -0.7% | +2.3% |
| YTD | +41.2% | +15.2% | +26.0% | +25.3% |
| 1Y | +60.4% | +16.5% | +43.9% | +40.5% |
| 3Y | +88.4% | +85.2% | +3.3% | +10.4% |
| 5Y | +115.0% | +33.1% | +81.9% | +59.1% |
| All | +613.6% | +124.5% | +489.1% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 10y: compounded portfolio wealth divided by compounded KRE 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…
10y analysis · Full analysis span regression · 6 months rolling