+373.5%
FCX vs KMX
-2.3%
+375.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.5% |
| 7D | -0.3% | +3.4% | -3.7% | -1.7% |
| 30D | -14.7% | +6.8% | -21.6% | -17.4% |
| 3M | -11.2% | -11.4% | +0.2% | -7.5% |
| 6M | -11.4% | +43.6% | -55.0% | -26.0% |
| YTD | +17.7% | +37.7% | -20.0% | -2.3% |
| 1Y | +47.5% | +53.0% | -5.5% | +16.5% |
| 3Y | +83.9% | -16.3% | +100.2% | +78.0% |
| 5Y | +54.0% | -64.2% | +118.2% | +114.5% |
| All | +373.5% | -2.3% | +375.9% | +253.0% |
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