+94.6%
FCX vs KIM
+62.3%
+32.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.4% |
| 7D | -1.0% | +2.8% | -3.8% | -2.2% |
| 30D | -15.2% | +16.3% | -31.6% | -21.0% |
| 3M | -10.3% | +6.6% | -16.9% | -12.9% |
| 6M | +1.6% | +12.3% | -10.7% | -5.0% |
| YTD | +23.9% | +31.6% | -7.7% | +5.4% |
| 1Y | +58.0% | +31.5% | +26.5% | +34.3% |
| 3Y | +94.6% | +68.0% | +26.6% | +43.4% |
| All | +94.6% | +62.3% | +32.3% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling