+26.4%
AZN vs KIM
+43.4%
-17.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -3.1% | -1.5% | -1.6% | -2.7% |
| 30D | +0.6% | -1.7% | +2.2% | +1.0% |
| 3M | -10.8% | -7.1% | -3.6% | -9.0% |
| 6M | -18.1% | +2.9% | -21.0% | -18.7% |
| YTD | -12.3% | +18.8% | -31.1% | -16.0% |
| 1Y | -0.2% | +9.4% | -9.6% | -2.5% |
| All | +26.4% | +43.4% | -17.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 3y: compounded portfolio wealth divided by compounded KIM 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…
3y analysis · Full analysis span regression · 6 months rolling