+75.6%
FCX vs KIM
+9.4%
+66.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +3.1% | -1.0% | +4.1% | +3.1% |
| 30D | +8.1% | -1.1% | +9.2% | +8.2% |
| 3M | +18.9% | -5.3% | +24.3% | +19.2% |
| 6M | +26.6% | +3.9% | +22.7% | +23.7% |
| YTD | +51.2% | +20.3% | +30.9% | +40.5% |
| 1Y | +75.6% | +10.4% | +65.1% | +90.6% |
| All | +75.6% | +9.4% | +66.1% | +90.6% |
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