+199.6%
AMGN vs KMB
+15.0%
+184.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -13.9% | -7.7% | -6.2% | -11.0% |
| 30D | -7.1% | -8.2% | +1.1% | -3.8% |
| 3M | +13.9% | -1.9% | +15.8% | +14.7% |
| 6M | +3.2% | -0.7% | +3.9% | +3.2% |
| YTD | +19.2% | +1.4% | +17.9% | +18.0% |
| 1Y | +41.1% | -19.1% | +60.3% | +52.2% |
| 3Y | +61.3% | -12.6% | +73.9% | +66.4% |
| 5Y | +109.1% | -12.7% | +121.7% | +113.1% |
| All | +199.6% | +15.0% | +184.5% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling