+693.8%
AZN vs KDP
+1,132.0%
-438.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | +0.7% | +6.0% | -5.2% | -0.9% |
| 3M | -10.5% | +9.2% | -19.7% | -12.7% |
| 6M | -19.3% | +14.7% | -34.0% | -22.5% |
| YTD | -10.6% | +19.2% | -29.8% | -15.1% |
| 1Y | +0.5% | +15.2% | -14.7% | -4.0% |
| 3Y | +25.9% | +6.0% | +19.9% | +21.9% |
| 5Y | +52.4% | +5.4% | +47.0% | +46.9% |
| 10Y | +220.8% | +171.9% | +49.0% | +130.8% |
| All | +693.8% | +1,132.0% | -438.1% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling