+22.5%
KORU vs FCX
+58.1%
-35.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -8.2% |
| 7D | -24.3% | -6.0% | -18.3% | -13.0% |
| 30D | -54.2% | -13.6% | -40.6% | -35.6% |
| 3M | -45.4% | -6.8% | -38.7% | -35.4% |
| 6M | -66.5% | +13.2% | -79.6% | -62.3% |
| YTD | +14.9% | +24.4% | -9.5% | +32.7% |
| 1Y | +22.5% | +60.3% | -37.7% | +4.3% |
| All | +22.5% | +58.1% | -35.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling