+4,674.2%
AZN vs KIM
+1,694.6%
+2,979.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -0.9% | -1.7% | +0.9% | -0.5% |
| 3M | -11.8% | -0.8% | -11.0% | -11.7% |
| 6M | -17.6% | +4.4% | -22.0% | -18.3% |
| YTD | -12.0% | +21.2% | -33.3% | -15.2% |
| 1Y | -0.9% | +10.5% | -11.4% | -2.8% |
| 3Y | +23.7% | +47.5% | -23.8% | +14.1% |
| 5Y | +54.5% | +37.1% | +17.4% | +42.8% |
| 10Y | +218.2% | +29.5% | +188.7% | +179.1% |
| All | +4,674.2% | +1,694.6% | +2,979.6% | +2,180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling