+1,105.0%
KO vs FCX
+1,112.5%
-7.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.8% | +3.1% | -3.9% | -1.0% |
| 30D | +0.8% | +8.1% | -7.3% | +0.1% |
| 3M | +8.3% | +18.9% | -10.6% | +6.5% |
| 6M | +14.0% | +26.6% | -12.6% | +11.1% |
| YTD | +26.9% | +51.2% | -24.3% | +21.6% |
| 1Y | +32.7% | +75.6% | -42.9% | +25.0% |
| 3Y | +63.9% | +101.7% | -37.8% | +50.5% |
| 5Y | +81.7% | +134.6% | -52.9% | +61.7% |
| 10Y | +183.0% | +724.2% | -541.1% | +114.5% |
| All | +1,105.0% | +1,112.5% | -7.4% | +784.1% |
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