+396.6%
FCX vs KMB
+38.2%
+358.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.2% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -15.1% | +10.2% | -25.3% | -16.3% |
| 3M | -9.6% | +1.5% | -11.1% | -9.9% |
| 6M | -3.1% | +16.6% | -19.7% | -5.7% |
| YTD | +23.4% | +12.1% | +11.4% | +20.8% |
| 1Y | +52.7% | +11.1% | +41.6% | +49.5% |
| 3Y | +91.4% | +1.9% | +89.5% | +86.3% |
| 5Y | +62.7% | -1.3% | +64.0% | +58.0% |
| All | +396.6% | +38.2% | +358.3% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling