+103.4%
AMGN vs KKR
+64.7%
+38.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -6.2% | -7.5% | -13.1% |
| 30D | -8.8% | -8.9% | +0.1% | -8.0% |
| 3M | +7.2% | +6.3% | +0.9% | +6.4% |
| 6M | +1.3% | +16.5% | -15.2% | -0.5% |
| YTD | +17.6% | -20.3% | +37.9% | +19.8% |
| 1Y | +37.2% | -29.8% | +67.0% | +41.4% |
| 3Y | +57.7% | +63.2% | -5.4% | +46.4% |
| All | +103.4% | +64.7% | +38.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 5y: compounded portfolio wealth divided by compounded KKR 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…
5y analysis · Full analysis span regression · 6 months rolling