+80.0%
FCX vs KRMN
+17.6%
+62.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.8% |
| 7D | -2.3% | -11.8% | +9.5% | +0.6% |
| 30D | +2.7% | -43.0% | +45.7% | +17.7% |
| 3M | +7.4% | -28.8% | +36.2% | +15.1% |
| 6M | +16.0% | -66.3% | +82.4% | +48.6% |
| YTD | +40.9% | -51.8% | +92.7% | +61.0% |
| 1Y | +56.4% | -44.7% | +101.1% | +70.5% |
| All | +80.0% | +17.6% | +62.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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