-28.8%
BIIB vs KIM
+33.1%
-61.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | -4.0% | -1.5% | -2.6% | -3.9% |
| 30D | +5.7% | -1.7% | +7.3% | +5.9% |
| 3M | +10.9% | -7.1% | +18.1% | +11.9% |
| 6M | +14.3% | +2.9% | +11.5% | +13.9% |
| YTD | +22.4% | +18.8% | +3.6% | +19.8% |
| 1Y | +51.1% | +9.4% | +41.6% | +49.2% |
| 3Y | -16.8% | +44.6% | -61.4% | -20.4% |
| 5Y | -28.1% | +37.9% | -66.1% | -30.9% |
| All | -28.8% | +33.1% | -61.9% | -27.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling