+10,100.0%
BIIB vs KIM
+3,080.3%
+7,019.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -3.9% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | +2.2% | -1.7% | +3.9% | +2.6% |
| 3M | +10.3% | -0.8% | +11.1% | +10.5% |
| 6M | +14.9% | +4.4% | +10.5% | +13.8% |
| YTD | +20.7% | +21.2% | -0.5% | +15.8% |
| 1Y | +50.3% | +10.5% | +39.8% | +46.8% |
| 3Y | -18.0% | +47.5% | -65.4% | -24.9% |
| 5Y | -33.9% | +37.1% | -71.0% | -39.0% |
| 10Y | -30.9% | +29.5% | -60.4% | -40.3% |
| All | +10,100.0% | +3,080.3% | +7,019.7% | +3,736.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling