+150.6%
KMI vs INCY
+69.3%
+81.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -1.7% | -4.2% | +2.4% | -1.3% |
| 30D | -2.7% | +0.6% | -3.3% | -2.9% |
| 3M | -0.7% | +12.6% | -13.3% | -2.2% |
| 6M | -5.0% | +28.3% | -33.3% | -7.8% |
| YTD | +15.5% | +23.0% | -7.5% | +12.2% |
| 1Y | +16.4% | +41.0% | -24.5% | +10.9% |
| 3Y | +114.2% | +88.6% | +25.6% | +93.3% |
| All | +150.6% | +69.3% | +81.3% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 5y: compounded portfolio wealth divided by compounded INCY 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…
5y analysis · Full analysis span regression · 6 months rolling