+215.5%
AZN vs KEY
+171.1%
+44.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.1% | -1.8% | -1.4% | -2.9% |
| 30D | +0.6% | -3.3% | +3.9% | +0.9% |
| 3M | -10.8% | -0.2% | -10.6% | -10.9% |
| 6M | -18.1% | +12.1% | -30.3% | -19.1% |
| YTD | -12.3% | +8.4% | -20.7% | -13.1% |
| 1Y | -0.2% | +17.6% | -17.8% | -2.1% |
| 3Y | +23.4% | +123.3% | -100.0% | +12.1% |
| 5Y | +56.4% | +39.5% | +16.9% | +46.8% |
| All | +215.5% | +171.1% | +44.4% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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