+81.6%
KO vs FCX
+113.3%
-31.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +0.5% |
| 7D | -1.1% | -1.9% | +0.8% | -1.1% |
| 30D | +1.6% | +3.4% | -1.8% | +1.4% |
| 3M | +5.8% | +15.0% | -9.2% | +5.1% |
| 6M | +14.3% | +14.6% | -0.4% | +13.3% |
| YTD | +27.3% | +41.2% | -13.9% | +24.7% |
| 1Y | +33.2% | +60.4% | -27.2% | +29.3% |
| 3Y | +64.5% | +88.4% | -24.0% | +55.4% |
| All | +81.6% | +113.3% | -31.7% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling