+348.8%
FCX vs KRE
+154.6%
+194.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -4.9% | +1.3% | -6.2% | -5.7% |
| 30D | +4.8% | -2.7% | +7.5% | +6.7% |
| 3M | +4.6% | +8.2% | -3.6% | -1.7% |
| 6M | +10.8% | +12.8% | -2.0% | +1.1% |
| YTD | +44.2% | +17.5% | +26.7% | +26.9% |
| 1Y | +59.6% | +16.6% | +43.0% | +40.6% |
| 3Y | +82.2% | +79.5% | +2.8% | +12.9% |
| 5Y | +115.6% | +32.4% | +83.2% | +62.5% |
| 10Y | +670.6% | +124.1% | +546.4% | +288.8% |
| All | +348.8% | +154.6% | +194.2% | +104.5% |
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