+95.6%
INCY vs KIM
+45.1%
+50.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -2.2% | -1.0% | -1.2% | -1.9% |
| 30D | +3.7% | -1.1% | +4.8% | +4.0% |
| 3M | +22.1% | -5.3% | +27.4% | +24.5% |
| 6M | +29.8% | +3.9% | +25.8% | +28.4% |
| YTD | +27.6% | +20.3% | +7.3% | +20.1% |
| 1Y | +47.2% | +10.4% | +36.8% | +42.5% |
| All | +95.6% | +45.1% | +50.5% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling