+60.4%
AMGN vs KMB
-14.3%
+74.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.8% |
| 7D | +1.1% | -4.2% | +5.3% | +2.2% |
| 30D | +7.8% | -6.6% | +14.4% | +9.7% |
| 3M | +27.3% | +12.6% | +14.6% | +24.3% |
| 6M | +16.8% | +2.9% | +14.0% | +15.9% |
| YTD | +36.3% | +6.8% | +29.6% | +34.7% |
| 1Y | +60.4% | -14.8% | +75.2% | +67.6% |
| All | +60.4% | -14.3% | +74.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 1y: compounded portfolio wealth divided by compounded KMB 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…
1y analysis · Full analysis span regression · 6 months rolling