+15,990.7%
KLAC vs FCX
+1,112.5%
+14,878.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +6.2% | +3.1% | +3.1% | +5.3% |
| 30D | -5.0% | +8.1% | -13.1% | -7.2% |
| 3M | -14.4% | +18.9% | -33.3% | -18.1% |
| 6M | +28.3% | +26.6% | +1.7% | +20.6% |
| YTD | +51.1% | +51.2% | -0.1% | +36.0% |
| 1Y | +100.4% | +75.6% | +24.8% | +72.5% |
| 3Y | +276.3% | +101.7% | +174.6% | +208.8% |
| 5Y | +452.1% | +134.6% | +317.4% | +328.6% |
| 10Y | +2,986.0% | +724.1% | +2,261.8% | +1,552.1% |
| All | +15,990.7% | +1,112.5% | +14,878.2% | +6,438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling