+37.2%
AMGN vs KR
-13.3%
+50.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.6% |
| 7D | -13.7% | -0.2% | -13.5% | -13.6% |
| 30D | -8.8% | +5.1% | -13.9% | -9.1% |
| 3M | +7.2% | -8.2% | +15.4% | +7.5% |
| 6M | +1.3% | -18.0% | +19.3% | +1.7% |
| YTD | +17.6% | -4.8% | +22.4% | +17.3% |
| 1Y | +37.2% | -11.0% | +48.2% | +37.6% |
| All | +37.2% | -13.3% | +50.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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