+1,007.8%
AMGN vs KKR
+1,637.1%
-629.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -11.6% | -2.2% | -9.4% | -11.2% |
| 30D | -5.7% | +0.3% | -5.9% | -5.8% |
| 3M | +14.2% | +8.8% | +5.4% | +12.0% |
| 6M | +5.2% | +14.9% | -9.7% | +1.6% |
| YTD | +22.0% | -17.9% | +39.9% | +25.5% |
| 1Y | +43.6% | -23.7% | +67.3% | +49.4% |
| 3Y | +65.0% | +69.1% | -4.1% | +39.1% |
| 5Y | +112.0% | +72.6% | +39.5% | +71.2% |
| 10Y | +216.6% | +728.2% | -511.7% | +62.2% |
| All | +1,007.8% | +1,637.1% | -629.3% | +370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling