+94.0%
FCX vs KRMN
+32.3%
+61.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.5% |
| 7D | +5.7% | -3.4% | +9.1% | +6.6% |
| 30D | +10.1% | -31.8% | +41.9% | +20.7% |
| 3M | +20.2% | -20.0% | +40.2% | +25.4% |
| 6M | +29.7% | -60.5% | +90.2% | +59.8% |
| YTD | +51.9% | -45.8% | +97.7% | +68.9% |
| 1Y | +66.0% | -36.4% | +102.3% | +74.9% |
| All | +94.0% | +32.3% | +61.7% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling