+70.0%
AZN vs KEY
+13.1%
+56.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.1% | +2.9% | -4.0% | -1.3% |
| 30D | +13.8% | +8.4% | +5.4% | +13.1% |
| 3M | +17.3% | -5.8% | +23.1% | +17.8% |
| 6M | -1.7% | +5.4% | -7.2% | -2.3% |
| YTD | +1.4% | +7.1% | -5.7% | +0.5% |
| 1Y | +5.2% | +26.8% | -21.6% | +2.8% |
| 3Y | +52.6% | +128.7% | -76.1% | +39.5% |
| All | +70.0% | +13.1% | +56.9% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling