+55.4%
FCX vs KMI
+148.3%
-93.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -0.3% | +6.5% | -6.8% | -4.3% |
| 30D | -14.7% | -3.4% | -11.3% | -13.1% |
| 3M | -11.2% | +0.4% | -11.6% | -12.2% |
| 6M | -11.4% | -0.9% | -10.5% | -12.6% |
| YTD | +17.7% | +20.5% | -2.8% | -1.1% |
| 1Y | +47.5% | +23.2% | +24.3% | +21.5% |
| 3Y | +83.9% | +121.6% | -37.7% | -17.1% |
| All | +55.4% | +148.3% | -93.0% | -34.5% |
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 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