+266.4%
FCX vs KRE
+147.5%
+118.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -0.3% | +0.7% | -1.1% | -0.8% |
| 30D | -14.7% | +6.1% | -20.9% | -18.3% |
| 3M | -11.2% | -5.9% | -5.3% | -7.5% |
| 6M | -11.4% | +9.6% | -21.0% | -17.8% |
| YTD | +17.7% | +14.2% | +3.5% | +5.5% |
| 1Y | +47.5% | +22.5% | +25.0% | +25.6% |
| 3Y | +83.9% | +90.4% | -6.5% | +9.1% |
| 5Y | +54.0% | +11.9% | +42.1% | +31.0% |
| 10Y | +372.9% | +88.8% | +284.1% | +168.0% |
| All | +266.4% | +147.5% | +118.9% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling