+1,015.5%
FCX vs KIM
+1,216.9%
-201.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | +4.8% | -4.0% | +8.8% | +6.7% |
| 3M | +4.6% | +0.5% | +4.1% | +3.7% |
| 6M | +10.8% | +3.6% | +7.2% | +8.3% |
| YTD | +44.2% | +20.4% | +23.8% | +30.7% |
| 1Y | +59.6% | +9.7% | +49.9% | +51.1% |
| 3Y | +82.2% | +46.0% | +36.3% | +49.7% |
| 5Y | +115.6% | +34.4% | +81.2% | +83.1% |
| 10Y | +670.6% | +29.3% | +641.3% | +503.8% |
| All | +1,015.5% | +1,216.9% | -201.4% | +347.9% |
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 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