+1,117.5%
KDP vs BIIB
+249.5%
+868.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +6.0% | +6.9% | -0.9% | +5.1% |
| 3M | +9.2% | +12.4% | -3.2% | +7.5% |
| 6M | +14.7% | +16.3% | -1.6% | +12.3% |
| YTD | +19.2% | +25.5% | -6.3% | +15.5% |
| 1Y | +15.2% | +57.8% | -42.6% | +8.4% |
| 3Y | +6.0% | -17.3% | +23.3% | +6.8% |
| 5Y | +5.4% | -33.8% | +39.2% | +7.5% |
| 10Y | +171.9% | -29.6% | +201.5% | +156.5% |
| All | +1,117.5% | +249.5% | +868.0% | +548.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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