+373.5%
FCX vs KIM
+63.6%
+310.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -14.7% | +14.1% | -28.8% | -20.4% |
| 3M | -11.2% | +6.0% | -17.2% | -14.0% |
| 6M | -11.4% | +13.2% | -24.6% | -17.6% |
| YTD | +17.7% | +30.4% | -12.7% | +1.4% |
| 1Y | +47.5% | +31.0% | +16.5% | +26.6% |
| 3Y | +83.9% | +67.6% | +16.3% | +38.4% |
| 5Y | +54.0% | +35.8% | +18.2% | +27.8% |
| All | +373.5% | +63.6% | +310.0% | +210.1% |
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