+9,385.7%
AMGN vs KIM
+3,058.9%
+6,326.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +7.8% | -4.0% | +11.8% | +8.6% |
| 3M | +27.3% | +0.5% | +26.7% | +27.1% |
| 6M | +16.8% | +3.6% | +13.2% | +16.0% |
| YTD | +36.3% | +20.4% | +15.9% | +31.8% |
| 1Y | +60.4% | +9.7% | +50.7% | +57.6% |
| 3Y | +86.3% | +46.0% | +40.4% | +73.2% |
| 5Y | +125.7% | +34.4% | +91.2% | +110.4% |
| 10Y | +247.0% | +29.3% | +217.7% | +207.6% |
| All | +9,385.7% | +3,058.9% | +6,326.8% | +2,879.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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