+237.5%
AZN vs KEYS
+1,113.8%
-876.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.4% |
| 7D | -1.6% | +3.5% | -5.0% | -2.2% |
| 30D | +1.1% | -4.5% | +5.5% | +1.7% |
| 3M | -12.1% | -0.4% | -11.7% | -12.8% |
| 6M | -17.1% | +19.1% | -36.3% | -20.9% |
| YTD | -12.0% | +66.7% | -78.6% | -22.1% |
| 1Y | -0.2% | +96.5% | -96.7% | -15.0% |
| 3Y | +26.8% | +155.2% | -128.4% | -0.3% |
| 5Y | +56.9% | +88.0% | -31.1% | +29.5% |
| 10Y | +226.7% | +1,046.8% | -820.0% | +67.6% |
| All | +237.5% | +1,113.8% | -876.3% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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