+430.7%
FCX vs KMB
+41.7%
+388.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.7% | +4.5% |
| 7D | -1.0% | +3.4% | -4.4% | -1.5% |
| 30D | -15.2% | +14.7% | -29.9% | -16.9% |
| 3M | -10.3% | +3.3% | -13.6% | -10.8% |
| 6M | +1.6% | +16.8% | -15.2% | -1.1% |
| YTD | +23.9% | +15.2% | +8.6% | +20.8% |
| 1Y | +58.0% | +13.3% | +44.7% | +54.5% |
| 3Y | +94.6% | +5.4% | +89.1% | +88.6% |
| 5Y | +70.4% | +2.7% | +67.7% | +64.5% |
| 10Y | +430.7% | +38.7% | +392.0% | +392.7% |
| All | +430.7% | +41.7% | +388.9% | +392.7% |
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