+53.8%
BIIB vs KIM
+30.6%
+23.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +8.8% | +14.1% | -5.3% | +3.9% |
| 3M | +20.3% | +6.0% | +14.3% | +17.5% |
| 6M | +23.9% | +13.2% | +10.7% | +19.8% |
| YTD | +44.0% | +30.4% | +13.6% | +28.9% |
| 1Y | +53.8% | +31.0% | +22.8% | +37.3% |
| All | +53.8% | +30.6% | +23.2% | +37.3% |
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