+60,958.4%
AMGN vs KMB
+1,824.3%
+59,134.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.0% |
| 7D | +1.1% | -3.0% | +4.2% | +2.2% |
| 30D | +7.8% | -5.5% | +13.3% | +9.9% |
| 3M | +27.3% | +14.0% | +13.3% | +21.3% |
| 6M | +16.8% | +4.1% | +12.7% | +14.8% |
| YTD | +36.3% | +8.0% | +28.3% | +32.1% |
| 1Y | +60.4% | -13.7% | +74.2% | +67.1% |
| 3Y | +86.3% | -5.9% | +92.3% | +87.0% |
| 5Y | +125.7% | -8.6% | +134.3% | +126.9% |
| 10Y | +247.0% | +17.3% | +229.8% | +215.4% |
| All | +60,958.4% | +1,824.3% | +59,134.1% | +20,272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling