+612.2%
FCX vs KWEB
-19.7%
+631.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -2.3% | -5.6% | +3.3% | +0.4% |
| 30D | +2.7% | -10.7% | +13.3% | +8.4% |
| 3M | +7.4% | -7.4% | +14.8% | +10.8% |
| 6M | +16.0% | -19.3% | +35.3% | +28.6% |
| YTD | +40.9% | -27.8% | +68.7% | +64.8% |
| 1Y | +56.4% | -35.9% | +92.4% | +93.2% |
| 3Y | +84.2% | -1.9% | +86.1% | +80.0% |
| 5Y | +114.6% | -43.2% | +157.8% | +160.1% |
| All | +612.2% | -19.7% | +631.9% | +533.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling