+114.3%
FCX vs KMB
-8.4%
+122.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -4.9% | -3.0% | -1.8% | -4.8% |
| 30D | +4.8% | -5.5% | +10.3% | +4.8% |
| 3M | +4.6% | +14.0% | -9.4% | +4.4% |
| 6M | +10.8% | +4.1% | +6.7% | +10.7% |
| YTD | +44.2% | +8.0% | +36.2% | +44.3% |
| 1Y | +59.6% | -13.7% | +73.3% | +60.0% |
| 3Y | +82.2% | -5.9% | +88.2% | +80.2% |
| All | +114.3% | -8.4% | +122.7% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling