+199.6%
AMGN vs KDP
+173.3%
+26.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -13.9% | -4.3% | -9.6% | -12.9% |
| 30D | -7.1% | +7.8% | -15.0% | -8.9% |
| 3M | +13.9% | -0.1% | +14.0% | +13.7% |
| 6M | +3.2% | +14.0% | -10.7% | -0.5% |
| YTD | +19.2% | +15.1% | +4.2% | +14.6% |
| 1Y | +41.1% | +18.5% | +22.6% | +34.2% |
| 3Y | +61.3% | +2.9% | +58.4% | +58.2% |
| 5Y | +109.1% | +3.0% | +106.1% | +104.6% |
| All | +199.6% | +173.3% | +26.3% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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