+60.4%
FCX vs KRE
+16.4%
+44.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -6.8% |
| 7D | -1.9% | -1.4% | -0.4% | -1.3% |
| 30D | +3.4% | -3.9% | +7.3% | +4.9% |
| 3M | +15.0% | +3.6% | +11.4% | +12.2% |
| 6M | +14.6% | +15.4% | -0.7% | +5.6% |
| YTD | +41.2% | +15.2% | +26.0% | +28.5% |
| 1Y | +60.4% | +16.5% | +43.9% | +41.9% |
| All | +60.4% | +16.4% | +44.0% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling