+613.6%
FCX vs KMX
+10.2%
+603.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.0% | -6.7% |
| 7D | -1.9% | -3.4% | +1.5% | -0.6% |
| 30D | +3.4% | +4.0% | -0.6% | +1.5% |
| 3M | +15.0% | +24.8% | -9.8% | +3.5% |
| 6M | +14.6% | +43.6% | -29.0% | -4.3% |
| YTD | +41.2% | +56.6% | -15.4% | +12.2% |
| 1Y | +60.4% | +2.2% | +58.1% | +49.9% |
| 3Y | +88.4% | -25.4% | +113.9% | +94.2% |
| 5Y | +115.0% | -55.0% | +170.1% | +165.1% |
| All | +613.6% | +10.2% | +603.4% | +394.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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