+1,015.5%
FCX vs KMB
+908.1%
+107.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -4.9% | -3.0% | -1.8% | -4.0% |
| 30D | +4.8% | -5.5% | +10.3% | +6.6% |
| 3M | +4.6% | +14.0% | -9.4% | -0.2% |
| 6M | +10.8% | +4.1% | +6.7% | +8.7% |
| YTD | +44.2% | +8.0% | +36.2% | +39.6% |
| 1Y | +59.6% | -13.7% | +73.3% | +64.6% |
| 3Y | +82.2% | -5.9% | +88.2% | +79.6% |
| 5Y | +115.6% | -8.6% | +124.2% | +111.6% |
| 10Y | +670.6% | +17.3% | +653.3% | +571.8% |
| All | +1,015.5% | +908.1% | +107.4% | +527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling