+12,063.2%
BIIB vs KIM
+3,329.3%
+8,733.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | +10.5% | +14.8% | -4.3% | +7.3% |
| 3M | +24.3% | +8.1% | +16.1% | +22.2% |
| 6M | +28.0% | +11.7% | +16.3% | +25.0% |
| YTD | +44.0% | +30.7% | +13.2% | +35.8% |
| 1Y | +58.8% | +29.7% | +29.1% | +50.1% |
| 3Y | +12.7% | +65.1% | -52.4% | +0.9% |
| 5Y | -4.9% | +34.7% | -39.6% | -12.0% |
| 10Y | -20.6% | +64.1% | -84.7% | -35.0% |
| All | +12,063.2% | +3,329.3% | +8,733.9% | +4,402.0% |
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