+108.0%
AMGN vs KDP
+6.3%
+101.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.0% |
| 7D | -10.3% | +2.1% | -12.3% | -10.8% |
| 30D | -3.8% | +8.5% | -12.2% | -6.2% |
| 3M | +14.4% | +6.6% | +7.8% | +11.9% |
| 6M | +7.8% | +17.1% | -9.2% | +2.3% |
| YTD | +22.6% | +19.0% | +3.5% | +15.5% |
| 1Y | +44.2% | +21.8% | +22.4% | +34.3% |
| 3Y | +65.8% | +6.4% | +59.4% | +61.1% |
| 5Y | +108.0% | +5.1% | +102.8% | +105.3% |
| All | +108.0% | +6.3% | +101.7% | +105.3% |
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