+160.1%
AMGN vs KDP
+16.7%
+143.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +9.3% | +9.7% | -0.4% | +6.0% |
| 3M | +12.1% | +17.6% | -5.5% | +6.4% |
| 6M | +40.3% | +25.8% | +14.5% | +30.0% |
| YTD | +45.2% | +33.9% | +11.3% | +31.6% |
| 1Y | +42.4% | +38.9% | +3.6% | +27.4% |
| 3Y | +91.0% | +26.8% | +64.2% | +74.7% |
| All | +160.1% | +16.7% | +143.5% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling