+6,660.0%
INCY vs KIM
+1,478.0%
+5,182.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +5.8% | -4.0% | +9.8% | +7.4% |
| 3M | +25.2% | +0.5% | +24.7% | +25.0% |
| 6M | +28.2% | +3.6% | +24.6% | +26.5% |
| YTD | +28.3% | +20.4% | +7.9% | +19.3% |
| 1Y | +48.3% | +9.7% | +38.6% | +42.7% |
| 3Y | +95.9% | +46.0% | +49.9% | +66.4% |
| 5Y | +66.6% | +34.4% | +32.1% | +41.9% |
| 10Y | +54.5% | +29.3% | +25.2% | +13.9% |
| All | +6,660.0% | +1,478.0% | +5,182.0% | +1,478.1% |
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