+83.9%
FCX vs KRE
+91.7%
-7.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -0.3% | +0.7% | -1.1% | -0.7% |
| 30D | -14.7% | +6.1% | -20.9% | -17.4% |
| 3M | -11.2% | -5.9% | -5.3% | -8.3% |
| 6M | -11.4% | +9.6% | -21.0% | -16.4% |
| YTD | +17.7% | +14.2% | +3.5% | +7.9% |
| 1Y | +47.5% | +22.5% | +25.0% | +29.9% |
| 3Y | +83.9% | +90.4% | -6.5% | +21.4% |
| All | +83.9% | +91.7% | -7.8% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling