+397.0%
AMGN vs KWEB
+21.1%
+375.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -13.7% | -5.6% | -8.1% | -13.0% |
| 30D | -8.8% | -10.7% | +1.9% | -7.3% |
| 3M | +7.2% | -7.4% | +14.6% | +8.3% |
| 6M | +1.3% | -19.3% | +20.6% | +4.2% |
| YTD | +17.6% | -27.8% | +45.4% | +22.7% |
| 1Y | +37.2% | -35.9% | +73.1% | +45.3% |
| 3Y | +57.7% | -1.9% | +59.7% | +54.4% |
| 5Y | +106.3% | -43.2% | +149.4% | +116.7% |
| 10Y | +205.3% | -21.2% | +226.5% | +165.6% |
| All | +397.0% | +21.1% | +375.9% | +302.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling