+612.2%
FCX vs KMI
+136.8%
+475.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.3% | -1.7% | -0.6% | -0.8% |
| 30D | +2.7% | -2.7% | +5.4% | +4.4% |
| 3M | +7.4% | -0.7% | +8.1% | +6.6% |
| 6M | +16.0% | -5.0% | +21.0% | +18.1% |
| YTD | +40.9% | +15.5% | +25.5% | +20.9% |
| 1Y | +56.4% | +16.4% | +40.0% | +32.1% |
| 3Y | +84.2% | +114.2% | -29.9% | -12.1% |
| 5Y | +114.6% | +153.3% | -38.6% | -10.8% |
| All | +612.2% | +136.8% | +475.4% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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