+1,562.0%
AMGN vs KDP
+1,356.4%
+205.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.1% |
| 7D | -2.2% | +4.0% | -6.1% | -3.3% |
| 30D | +12.1% | +16.8% | -4.7% | +7.1% |
| 3M | +13.6% | +32.0% | -18.4% | +4.6% |
| 6M | +43.9% | +35.2% | +8.8% | +31.2% |
| YTD | +45.9% | +40.9% | +5.0% | +31.1% |
| 1Y | +42.1% | +47.7% | -5.5% | +25.8% |
| 3Y | +91.6% | +34.8% | +56.8% | +72.7% |
| 5Y | +158.5% | +22.6% | +135.9% | +138.1% |
| 10Y | +323.2% | +266.4% | +56.8% | +172.4% |
| All | +1,562.0% | +1,356.4% | +205.6% | +578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling