+84.6%
FCX vs KMI
+112.1%
-27.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.0% |
| 7D | -1.9% | -2.1% | +0.2% | -1.0% |
| 30D | +3.4% | -1.7% | +5.1% | +3.7% |
| 3M | +15.0% | -1.9% | +16.9% | +15.0% |
| 6M | +14.6% | -4.3% | +19.0% | +15.3% |
| YTD | +41.2% | +15.8% | +25.4% | +28.0% |
| 1Y | +60.4% | +17.6% | +42.8% | +43.3% |
| All | +84.6% | +112.1% | -27.5% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling