+102.7%
FCX vs KIM
+47.7%
+55.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.7% | +5.0% |
| 7D | +5.7% | -0.3% | +6.1% | +5.9% |
| 30D | +10.1% | -1.7% | +11.8% | +10.9% |
| 3M | +20.2% | -0.8% | +21.0% | +19.8% |
| 6M | +29.7% | +4.4% | +25.3% | +25.5% |
| YTD | +51.9% | +21.2% | +30.7% | +34.5% |
| 1Y | +66.0% | +10.5% | +55.4% | +55.2% |
| 3Y | +102.7% | +47.5% | +55.3% | +60.7% |
| All | +102.7% | +47.7% | +55.0% | +60.7% |
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 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