+57.7%
AMGN vs KR
+33.5%
+24.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.6% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -8.8% | +5.1% | -13.9% | -9.1% |
| 3M | +7.2% | -8.2% | +15.4% | +7.7% |
| 6M | +1.3% | -18.0% | +19.3% | +2.3% |
| YTD | +17.6% | -4.8% | +22.4% | +17.6% |
| 1Y | +37.2% | -11.0% | +48.2% | +37.6% |
| 3Y | +57.7% | +37.7% | +20.1% | +50.4% |
| All | +57.7% | +33.5% | +24.2% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling