+694.2%
FCX vs KMX
+389.9%
+304.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | -0.8% | -2.3% | +1.5% | -0.1% |
| 30D | -15.1% | +6.3% | -21.4% | -16.7% |
| 3M | -9.6% | -7.4% | -2.2% | -8.2% |
| 6M | -3.1% | +37.9% | -40.9% | -12.6% |
| YTD | +23.4% | +39.5% | -16.0% | +9.7% |
| 1Y | +52.7% | +57.9% | -5.2% | +30.8% |
| 3Y | +91.4% | -15.0% | +106.4% | +88.8% |
| 5Y | +62.7% | -64.1% | +126.9% | +95.1% |
| 10Y | +395.9% | -1.6% | +397.5% | +351.3% |
| All | +694.2% | +389.9% | +304.3% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling