+108.8%
KMI vs BMRN
+151.5%
-42.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.8% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | -1.7% | -5.8% | +4.1% | -0.6% |
| 3M | -1.9% | +16.6% | -18.5% | -5.0% |
| 6M | -4.3% | +7.6% | -11.9% | -6.3% |
| YTD | +15.8% | +10.2% | +5.6% | +12.7% |
| 1Y | +17.6% | +20.2% | -2.6% | +11.8% |
| 3Y | +113.1% | -27.4% | +140.5% | +120.0% |
| 5Y | +154.0% | -16.0% | +170.0% | +148.4% |
| 10Y | +133.1% | -30.3% | +163.4% | +124.2% |
| All | +108.8% | +151.5% | -42.7% | +41.3% |
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