+10,032.9%
AMGN vs KIM
+3,307.9%
+6,725.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.5% | -0.7% | +2.1% | +1.6% |
| 30D | +13.1% | +13.4% | -0.3% | +10.6% |
| 3M | +12.9% | +6.5% | +6.3% | +11.6% |
| 6M | +40.8% | +10.6% | +30.2% | +38.2% |
| YTD | +45.6% | +29.9% | +15.7% | +38.8% |
| 1Y | +42.7% | +29.6% | +13.2% | +36.2% |
| 3Y | +91.2% | +64.1% | +27.1% | +74.2% |
| 5Y | +158.1% | +35.3% | +122.9% | +140.5% |
| 10Y | +322.3% | +63.1% | +259.2% | +258.7% |
| All | +10,032.9% | +3,307.9% | +6,725.0% | +3,038.8% |
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