+15.3%
INCY vs KIM
+63.6%
-48.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +8.4% | +14.1% | -5.7% | +6.1% |
| 3M | +0.4% | +6.0% | -5.6% | -0.6% |
| 6M | +22.4% | +13.2% | +9.2% | +20.1% |
| YTD | +22.5% | +30.4% | -7.9% | +17.4% |
| 1Y | +14.8% | +31.0% | -16.3% | +9.9% |
| 3Y | +127.7% | +67.6% | +60.1% | +110.1% |
| 5Y | +84.4% | +35.8% | +48.6% | +73.6% |
| All | +15.3% | +63.6% | -48.3% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling