+626.7%
KIM vs BMRN
+399.8%
+226.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +0.4% | +2.9% | -2.5% | 0.0% |
| 30D | -4.0% | +11.0% | -15.0% | -5.7% |
| 3M | +0.5% | +17.8% | -17.3% | -2.1% |
| 6M | +3.6% | +10.1% | -6.5% | +1.6% |
| YTD | +20.4% | +11.9% | +8.5% | +17.7% |
| 1Y | +9.7% | +17.2% | -7.5% | +6.0% |
| 3Y | +46.0% | -28.5% | +74.5% | +50.3% |
| 5Y | +34.4% | -21.7% | +56.1% | +35.1% |
| 10Y | +29.3% | -30.5% | +59.8% | +27.1% |
| All | +626.7% | +399.8% | +226.9% | +428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling