+10,002.7%
AMGN vs KIM
+3,319.9%
+6,682.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +9.3% | +14.1% | -4.8% | +6.7% |
| 3M | +12.1% | +6.0% | +6.1% | +10.9% |
| 6M | +40.3% | +13.2% | +27.0% | +37.1% |
| YTD | +45.2% | +30.4% | +14.8% | +38.3% |
| 1Y | +42.4% | +31.0% | +11.4% | +35.6% |
| 3Y | +91.0% | +67.6% | +23.4% | +73.4% |
| 5Y | +157.4% | +35.8% | +121.6% | +139.6% |
| 10Y | +321.0% | +63.7% | +257.4% | +257.4% |
| All | +10,002.7% | +3,319.9% | +6,682.8% | +3,027.4% |
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