+70.4%
BIIB vs KIM
+33.1%
+37.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.3% | +1.0% |
| 7D | +4.3% | +10.6% | -6.3% | +0.6% |
| 30D | +13.8% | +17.5% | -3.7% | +7.9% |
| 3M | +22.1% | +4.7% | +17.4% | +19.6% |
| 6M | +35.9% | +13.1% | +22.8% | +31.6% |
| YTD | +44.6% | +32.1% | +12.5% | +31.5% |
| 1Y | +70.4% | +32.7% | +37.7% | +55.1% |
| All | +70.4% | +33.1% | +37.3% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling