+1,682.5%
BMY vs KR
+4,322.8%
-2,640.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -4.8% | -3.1% | -1.7% | -4.2% |
| 30D | -0.7% | +0.6% | -1.3% | -0.8% |
| 3M | +15.3% | -9.8% | +25.1% | +17.4% |
| 6M | +8.5% | -22.1% | +30.7% | +13.4% |
| YTD | +23.4% | -8.1% | +31.6% | +24.6% |
| 1Y | +42.9% | -14.7% | +57.6% | +46.0% |
| 3Y | +22.0% | +28.6% | -6.6% | +13.8% |
| 5Y | +24.3% | +36.4% | -12.0% | +12.8% |
| 10Y | +64.6% | +120.8% | -56.2% | +29.0% |
| All | +1,682.5% | +4,322.8% | -2,640.3% | +604.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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