+45.9%
FCX vs KIM
+29.4%
+16.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.8% |
| 7D | +4.4% | -0.7% | +5.1% | +4.3% |
| 30D | -16.3% | +13.4% | -29.8% | -14.4% |
| 3M | -12.5% | +6.5% | -19.0% | -11.2% |
| 6M | -8.0% | +10.6% | -18.6% | -7.2% |
| YTD | +20.1% | +29.9% | -9.8% | +24.3% |
| 1Y | +45.9% | +29.6% | +16.4% | +51.4% |
| All | +45.9% | +29.4% | +16.5% | +51.4% |
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