+701.1%
FCX vs KMB
+15.9%
+685.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.3% | +5.6% |
| 7D | +5.7% | -2.7% | +8.4% | +6.1% |
| 30D | +10.1% | -5.0% | +15.1% | +10.9% |
| 3M | +20.2% | +6.6% | +13.6% | +18.7% |
| 6M | +29.7% | +1.0% | +28.7% | +29.1% |
| YTD | +51.9% | +6.0% | +46.0% | +49.9% |
| 1Y | +66.0% | -16.6% | +82.6% | +70.1% |
| 3Y | +102.7% | -8.6% | +111.4% | +101.5% |
| 5Y | +138.9% | -10.9% | +149.7% | +136.7% |
| 10Y | +701.1% | +16.8% | +684.2% | +725.1% |
| All | +701.1% | +15.9% | +685.2% | +725.1% |
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