+46.4%
KIM vs BMRN
-28.6%
+75.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | -3.8% | +2.9% | -0.5% |
| 30D | -1.1% | -6.5% | +5.4% | -0.3% |
| 3M | -5.3% | +11.2% | -16.5% | -6.8% |
| 6M | +3.9% | +5.8% | -1.9% | +2.8% |
| YTD | +20.3% | +8.4% | +11.9% | +18.5% |
| 1Y | +10.4% | +15.7% | -5.2% | +7.5% |
| All | +46.4% | -28.6% | +75.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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