+216.5%
AZN vs KDP
+172.7%
+43.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.6% | -3.7% | +2.1% | -0.8% |
| 30D | +1.1% | +6.2% | -5.1% | -0.3% |
| 3M | -12.1% | +1.2% | -13.4% | -12.5% |
| 6M | -17.1% | +15.3% | -32.5% | -19.9% |
| YTD | -12.0% | +14.8% | -26.8% | -14.8% |
| 1Y | -0.2% | +17.6% | -17.8% | -4.2% |
| 3Y | +26.8% | +2.1% | +24.6% | +24.9% |
| 5Y | +56.9% | +2.7% | +54.2% | +53.9% |
| All | +216.5% | +172.7% | +43.8% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling