+56.9%
KORU vs FCX
+112.9%
-55.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.2% |
| 7D | -1.7% | -2.3% | +0.6% | +1.2% |
| 30D | +13.5% | +2.7% | +10.9% | +10.9% |
| 3M | -45.2% | +7.4% | -52.6% | -44.5% |
| 6M | +17.1% | +16.0% | +1.1% | +25.1% |
| YTD | +154.1% | +40.9% | +113.2% | +133.9% |
| 1Y | +375.7% | +56.4% | +319.2% | +289.5% |
| 3Y | +474.0% | +84.2% | +389.8% | +294.7% |
| All | +56.9% | +112.9% | -55.9% | -5.2% |
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 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