+130.2%
FCX vs KRE
+30.1%
+100.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.2% |
| 7D | +3.1% | -1.1% | +4.2% | +3.7% |
| 30D | +8.1% | -3.4% | +11.5% | +10.2% |
| 3M | +18.9% | +3.7% | +15.2% | +15.7% |
| 6M | +26.6% | +14.8% | +11.8% | +15.7% |
| YTD | +51.2% | +14.7% | +36.5% | +37.5% |
| 1Y | +75.6% | +16.0% | +59.5% | +58.1% |
| 3Y | +101.7% | +84.3% | +17.5% | +31.6% |
| All | +130.2% | +30.1% | +100.1% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling