+103.4%
AMGN vs KWEB
-42.7%
+146.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -13.7% | -5.6% | -8.1% | -13.5% |
| 30D | -8.8% | -10.7% | +1.9% | -8.3% |
| 3M | +7.2% | -7.4% | +14.6% | +7.6% |
| 6M | +1.3% | -19.3% | +20.6% | +2.2% |
| YTD | +17.6% | -27.8% | +45.4% | +19.2% |
| 1Y | +37.2% | -35.9% | +73.1% | +39.6% |
| 3Y | +57.7% | -1.9% | +59.7% | +57.5% |
| All | +103.4% | -42.7% | +146.2% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling