+47.5%
FCX vs KMX
+55.6%
-8.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | -0.3% | +3.4% | -3.7% | -1.0% |
| 30D | -14.7% | +6.8% | -21.6% | -15.9% |
| 3M | -11.2% | -11.4% | +0.2% | -9.2% |
| 6M | -11.4% | +43.6% | -55.0% | -20.1% |
| YTD | +17.7% | +37.7% | -20.0% | +3.0% |
| 1Y | +47.5% | +53.0% | -5.5% | +21.9% |
| All | +47.5% | +55.6% | -8.1% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling