+134.6%
FCX vs KMI
+157.3%
-22.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.7% |
| 7D | +3.1% | -1.8% | +4.9% | +4.4% |
| 30D | +8.1% | +0.1% | +8.0% | +7.4% |
| 3M | +18.9% | +1.2% | +17.8% | +16.4% |
| 6M | +26.6% | -3.9% | +30.5% | +27.5% |
| YTD | +51.2% | +17.5% | +33.6% | +29.3% |
| 1Y | +75.6% | +22.6% | +52.9% | +43.7% |
| 3Y | +101.7% | +116.3% | -14.6% | -8.3% |
| 5Y | +134.6% | +157.6% | -23.0% | -20.0% |
| All | +134.6% | +157.3% | -22.6% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling