+426.7%
KORU vs FCX
+83.3%
+343.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.6% | -5.9% | -3.7% |
| 7D | +2.3% | -1.9% | +4.2% | +5.1% |
| 30D | +20.0% | +3.4% | +16.6% | +15.4% |
| 3M | -32.7% | +15.0% | -47.7% | -36.8% |
| 6M | +13.3% | +14.6% | -1.3% | +21.0% |
| YTD | +133.2% | +41.2% | +92.0% | +112.6% |
| 1Y | +357.3% | +60.4% | +296.9% | +264.0% |
| All | +426.7% | +83.3% | +343.4% | +236.3% |
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 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