+138.9%
FCX vs KIM
+37.7%
+101.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.0% |
| 3M | +20.2% | -0.8% | +21.0% | +19.8% |
| 6M | +29.7% | +4.4% | +25.3% | +25.0% |
| YTD | +51.9% | +21.2% | +30.7% | +32.8% |
| 1Y | +66.0% | +10.5% | +55.4% | +53.8% |
| 3Y | +102.7% | +47.5% | +55.3% | +53.4% |
| 5Y | +138.9% | +37.1% | +101.8% | +88.9% |
| All | +138.9% | +37.7% | +101.1% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling