+195.5%
AMGN vs KEYS
+1,049.9%
-854.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -2.2% |
| 7D | -13.7% | +3.5% | -17.2% | -14.4% |
| 30D | -8.8% | -4.5% | -4.3% | -8.1% |
| 3M | +7.2% | -0.4% | +7.6% | +6.2% |
| 6M | +1.3% | +19.1% | -17.9% | -4.4% |
| YTD | +17.6% | +66.7% | -49.0% | +1.0% |
| 1Y | +37.2% | +96.5% | -59.3% | +12.4% |
| 3Y | +57.7% | +155.2% | -97.4% | +17.8% |
| 5Y | +106.3% | +88.0% | +18.3% | +63.4% |
| All | +195.5% | +1,049.9% | -854.3% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling