+12,063.2%
BIIB vs KIM
+3,319.9%
+8,743.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +8.8% | +14.1% | -5.3% | +5.9% |
| 3M | +20.3% | +6.0% | +14.3% | +18.8% |
| 6M | +23.9% | +13.2% | +10.7% | +20.6% |
| YTD | +44.0% | +30.4% | +13.6% | +35.9% |
| 1Y | +53.8% | +31.0% | +22.8% | +45.1% |
| 3Y | +13.8% | +67.6% | -53.8% | +1.5% |
| 5Y | -6.3% | +35.8% | -42.1% | -13.4% |
| 10Y | -20.6% | +63.7% | -84.3% | -35.0% |
| All | +12,063.2% | +3,319.9% | +8,743.3% | +4,404.6% |
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