+10,499.8%
BIIB vs KIM
+3,058.9%
+7,440.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +1.1% | +0.4% | +0.6% | +1.0% |
| 30D | +6.9% | -4.0% | +10.9% | +7.8% |
| 3M | +12.4% | +0.5% | +11.9% | +12.3% |
| 6M | +16.3% | +3.6% | +12.7% | +15.3% |
| YTD | +25.5% | +20.4% | +5.0% | +20.5% |
| 1Y | +57.8% | +9.7% | +48.1% | +54.4% |
| 3Y | -17.3% | +46.0% | -63.3% | -24.2% |
| 5Y | -33.8% | +34.4% | -68.2% | -38.7% |
| 10Y | -29.6% | +29.3% | -58.9% | -39.1% |
| All | +10,499.8% | +3,058.9% | +7,440.9% | +3,892.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling