+213.8%
FCX vs KWEB
+22.0%
+191.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | +3.1% | -3.6% | +6.7% | +5.0% |
| 30D | +8.1% | -14.9% | +23.0% | +17.4% |
| 3M | +18.9% | -5.4% | +24.4% | +21.5% |
| 6M | +26.6% | -18.9% | +45.5% | +40.7% |
| YTD | +51.2% | -27.2% | +78.4% | +77.8% |
| 1Y | +75.6% | -34.2% | +109.8% | +116.7% |
| 3Y | +101.7% | +0.6% | +101.1% | +93.2% |
| 5Y | +134.6% | -43.5% | +178.1% | +179.3% |
| 10Y | +724.2% | -20.6% | +744.7% | +588.4% |
| All | +213.8% | +22.0% | +191.8% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling