+216.5%
AZN vs KMB
+14.6%
+201.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -1.6% | -6.5% | +4.9% | +0.4% |
| 30D | +1.1% | -8.8% | +9.9% | +3.8% |
| 3M | -12.1% | -2.2% | -10.0% | -11.6% |
| 6M | -17.1% | +0.7% | -17.8% | -17.5% |
| YTD | -12.0% | +1.0% | -13.0% | -12.6% |
| 1Y | -0.2% | -20.3% | +20.1% | +5.9% |
| 3Y | +26.8% | -13.3% | +40.0% | +30.0% |
| 5Y | +56.9% | -12.9% | +69.8% | +59.6% |
| All | +216.5% | +14.6% | +201.9% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling