+52,596.3%
AMGN vs KR
+4,483.4%
+48,112.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.9% |
| 7D | -13.7% | -0.2% | -13.5% | -13.6% |
| 30D | -8.8% | +5.1% | -13.9% | -9.8% |
| 3M | +7.2% | -8.2% | +15.4% | +9.0% |
| 6M | +1.3% | -18.0% | +19.3% | +5.3% |
| YTD | +17.6% | -4.8% | +22.4% | +18.1% |
| 1Y | +37.2% | -11.0% | +48.2% | +39.4% |
| 3Y | +57.7% | +37.7% | +20.1% | +43.4% |
| 5Y | +106.3% | +52.8% | +53.5% | +79.6% |
| 10Y | +205.3% | +128.8% | +76.5% | +130.1% |
| All | +52,596.3% | +4,483.4% | +48,112.8% | +17,685.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling