+31.4%
KORU vs FCX
+188.6%
-157.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.8% | -2.6% |
| 7D | +24.3% | +5.7% | +18.6% | +18.9% |
| 30D | +37.3% | +10.1% | +27.3% | +27.9% |
| 3M | -32.8% | +20.2% | -53.0% | -36.5% |
| 6M | +36.9% | +29.7% | +7.2% | +34.3% |
| YTD | +162.6% | +51.9% | +110.7% | +137.3% |
| 1Y | +467.0% | +66.0% | +401.1% | +376.1% |
| 3Y | +522.4% | +102.7% | +419.6% | +366.8% |
| 5Y | +57.9% | +138.9% | -81.0% | +10.2% |
| 10Y | +70.8% | +701.1% | -630.3% | -41.7% |
| All | +31.4% | +188.6% | -157.2% | -25.8% |
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