+613.6%
FCX vs KIM
+33.1%
+580.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.0% |
| 7D | -1.9% | -1.5% | -0.4% | -1.1% |
| 30D | +3.4% | -1.7% | +5.1% | +4.2% |
| 3M | +15.0% | -7.1% | +22.1% | +18.8% |
| 6M | +14.6% | +2.9% | +11.8% | +12.2% |
| YTD | +41.2% | +18.8% | +22.4% | +27.7% |
| 1Y | +60.4% | +9.4% | +50.9% | +51.4% |
| 3Y | +88.4% | +44.6% | +43.9% | +52.7% |
| 5Y | +115.0% | +37.9% | +77.1% | +77.6% |
| All | +613.6% | +33.1% | +580.5% | +476.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling