-29.8%
BIIB vs KIM
+37.3%
-67.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -5.4% | -1.0% | -4.4% | -5.0% |
| 30D | +1.7% | -1.1% | +2.8% | +2.2% |
| 3M | +5.8% | -5.3% | +11.2% | +8.1% |
| 6M | +11.9% | +3.9% | +8.0% | +10.0% |
| YTD | +19.7% | +20.3% | -0.5% | +10.9% |
| 1Y | +46.7% | +10.4% | +36.3% | +40.4% |
| 3Y | -18.6% | +46.3% | -64.9% | -31.4% |
| 5Y | -29.8% | +37.6% | -67.4% | -38.9% |
| All | -29.8% | +37.3% | -67.1% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling