+274.4%
KLAC vs FCX
+82.9%
+191.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.1% |
| 7D | -2.7% | -2.3% | -0.4% | -1.6% |
| 30D | -13.2% | +2.7% | -15.8% | -14.9% |
| 3M | -25.0% | +7.4% | -32.4% | -28.0% |
| 6M | +23.6% | +16.0% | +7.6% | +13.4% |
| YTD | +49.2% | +40.9% | +8.3% | +25.8% |
| 1Y | +89.3% | +56.4% | +32.9% | +50.6% |
| 3Y | +274.4% | +84.2% | +190.1% | +166.9% |
| All | +274.4% | +82.9% | +191.4% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 3y: compounded portfolio wealth divided by compounded FCX 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…
3y analysis · Full analysis span regression · 6 months rolling