+95.7%
FCX vs KMI
+111.3%
-15.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +3.9% |
| 7D | +5.7% | -0.4% | +6.1% | +6.1% |
| 30D | +10.1% | +3.7% | +6.4% | +6.3% |
| 3M | +20.2% | +3.2% | +17.0% | +15.6% |
| 6M | +29.7% | -3.0% | +32.7% | +29.7% |
| YTD | +51.9% | +19.7% | +32.3% | +27.7% |
| 1Y | +66.0% | +25.6% | +40.3% | +32.9% |
| 3Y | +102.7% | +120.2% | -17.5% | -0.4% |
| 5Y | +138.9% | +160.5% | -21.6% | +3.5% |
| 10Y | +701.1% | +134.8% | +566.3% | +267.6% |
| All | +95.7% | +111.3% | -15.6% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling