+60.3%
FCX vs KIM
+33.1%
+27.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | +1.9% |
| 7D | -6.0% | +10.6% | -16.6% | -4.5% |
| 30D | -13.6% | +17.5% | -31.1% | -11.5% |
| 3M | -6.8% | +4.7% | -11.5% | -5.7% |
| 6M | +13.2% | +13.1% | 0.0% | +14.2% |
| YTD | +24.4% | +32.1% | -7.7% | +27.4% |
| 1Y | +60.3% | +32.7% | +27.6% | +63.4% |
| All | +60.3% | +33.1% | +27.2% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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