+854.8%
FCX vs KIM
+1,329.6%
-474.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.8% | -1.0% | +0.2% | -0.2% |
| 30D | -15.1% | +14.8% | -29.8% | -20.6% |
| 3M | -9.6% | +8.1% | -17.8% | -13.1% |
| 6M | -3.1% | +11.7% | -14.7% | -8.8% |
| YTD | +23.4% | +30.7% | -7.3% | +7.4% |
| 1Y | +52.7% | +29.7% | +22.9% | +33.2% |
| 3Y | +91.4% | +65.1% | +26.3% | +48.3% |
| 5Y | +62.7% | +34.7% | +28.1% | +38.0% |
| 10Y | +395.9% | +64.1% | +331.8% | +247.2% |
| All | +854.8% | +1,329.6% | -474.8% | +268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling