+57.7%
AMGN vs KWEB
-2.3%
+60.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -13.7% | -5.6% | -8.1% | -13.1% |
| 30D | -8.8% | -10.7% | +1.9% | -7.6% |
| 3M | +7.2% | -7.4% | +14.6% | +8.1% |
| 6M | +1.3% | -19.3% | +20.6% | +3.6% |
| YTD | +17.6% | -27.8% | +45.4% | +21.5% |
| 1Y | +37.2% | -35.9% | +73.1% | +43.5% |
| 3Y | +57.7% | -1.9% | +59.7% | +54.5% |
| All | +57.7% | -2.3% | +60.0% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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