+111.9%
KMI vs INCY
+759.5%
-647.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -1.8% | -2.2% | +0.4% | -1.4% |
| 30D | +0.1% | +3.7% | -3.6% | -0.6% |
| 3M | +1.2% | +22.1% | -20.9% | -2.2% |
| 6M | -3.9% | +29.8% | -33.7% | -8.2% |
| YTD | +17.5% | +27.6% | -10.1% | +12.3% |
| 1Y | +22.6% | +47.2% | -24.6% | +14.3% |
| 3Y | +116.3% | +97.0% | +19.3% | +89.4% |
| 5Y | +157.6% | +73.4% | +84.3% | +128.3% |
| 10Y | +136.6% | +59.2% | +77.3% | +103.3% |
| All | +111.9% | +759.5% | -647.7% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling