+60.4%
AMGN vs KEYS
+98.0%
-37.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.6% |
| 7D | +1.1% | +2.3% | -1.2% | +1.0% |
| 30D | +7.8% | -2.6% | +10.5% | +7.9% |
| 3M | +27.3% | -4.6% | +31.9% | +27.1% |
| 6M | +16.8% | +8.7% | +8.1% | +14.3% |
| YTD | +36.3% | +61.0% | -24.7% | +23.8% |
| 1Y | +60.4% | +96.0% | -35.6% | +36.6% |
| All | +60.4% | +98.0% | -37.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling