+5,402.3%
AZN vs KEY
+358.6%
+5,043.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.1% | +2.9% | -4.0% | -1.5% |
| 30D | +13.8% | +8.4% | +5.4% | +12.5% |
| 3M | +17.3% | -5.8% | +23.1% | +18.3% |
| 6M | -1.7% | +5.4% | -7.2% | -2.7% |
| YTD | +1.4% | +7.1% | -5.7% | 0.0% |
| 1Y | +5.2% | +26.8% | -21.6% | +1.1% |
| 3Y | +52.6% | +128.7% | -76.1% | +31.7% |
| 5Y | +72.9% | +13.6% | +59.2% | +61.1% |
| 10Y | +333.0% | +99.7% | +233.3% | +244.5% |
| All | +5,402.3% | +358.6% | +5,043.7% | +3,063.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling