+51.9%
INCY vs KIM
+33.1%
+18.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -3.7% | -1.5% | -2.2% | -3.5% |
| 30D | +1.8% | -1.7% | +3.5% | +2.1% |
| 3M | +17.0% | -7.1% | +24.1% | +18.4% |
| 6M | +28.4% | +2.9% | +25.5% | +27.9% |
| YTD | +24.8% | +18.8% | +6.0% | +21.5% |
| 1Y | +42.9% | +9.4% | +33.5% | +40.9% |
| 3Y | +92.7% | +44.6% | +48.1% | +81.8% |
| 5Y | +73.3% | +37.9% | +35.4% | +63.7% |
| All | +51.9% | +33.1% | +18.8% | +38.2% |
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