+158.5%
AMGN vs KMB
-1.6%
+160.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | -2.2% | +0.1% | -2.2% | -2.3% |
| 30D | +12.1% | +10.2% | +1.9% | +8.2% |
| 3M | +13.6% | +1.5% | +12.2% | +12.9% |
| 6M | +43.9% | +16.6% | +27.3% | +36.3% |
| YTD | +45.9% | +12.1% | +33.9% | +39.8% |
| 1Y | +42.1% | +11.1% | +31.1% | +36.5% |
| 3Y | +91.6% | +1.9% | +89.7% | +86.3% |
| 5Y | +158.5% | -1.3% | +159.8% | +148.2% |
| All | +158.5% | -1.6% | +160.1% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling