+55.4%
FCX vs KRE
+11.4%
+43.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.7% |
| 3M | -11.2% | -5.9% | -5.3% | -8.1% |
| 6M | -11.4% | +9.6% | -21.0% | -16.7% |
| YTD | +17.7% | +14.2% | +3.5% | +7.5% |
| 1Y | +47.5% | +22.5% | +25.0% | +29.0% |
| 3Y | +83.9% | +90.4% | -6.5% | +18.7% |
| All | +55.4% | +11.4% | +43.9% | +42.0% |
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