+57.7%
AZN vs KIM
+35.9%
+21.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -1.6% | -1.7% | +0.2% | -1.1% |
| 30D | +1.1% | -3.0% | +4.0% | +1.8% |
| 3M | -12.1% | -8.9% | -3.3% | -10.1% |
| 6M | -17.1% | +2.4% | -19.5% | -17.6% |
| YTD | -12.0% | +18.3% | -30.3% | -15.4% |
| 1Y | -0.2% | +8.2% | -8.4% | -2.2% |
| 3Y | +26.8% | +44.0% | -17.3% | +15.1% |
| All | +57.7% | +35.9% | +21.9% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling