+4,753.5%
AZN vs KEY
+374.0%
+4,379.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | +0.7% | -3.0% | +3.8% | +1.2% |
| 3M | -10.5% | +3.3% | -13.8% | -11.1% |
| 6M | -19.3% | +9.2% | -28.5% | -20.5% |
| YTD | -10.6% | +10.6% | -21.2% | -12.2% |
| 1Y | +0.5% | +20.4% | -19.9% | -2.7% |
| 3Y | +25.9% | +121.8% | -96.0% | +8.9% |
| 5Y | +52.4% | +41.1% | +11.3% | +37.2% |
| 10Y | +220.8% | +168.5% | +52.3% | +142.6% |
| All | +4,753.5% | +374.0% | +4,379.5% | +2,677.5% |
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