+56.4%
AZN vs KMB
-13.0%
+69.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.1% | -7.7% | +4.6% | -0.9% |
| 30D | +0.6% | -8.2% | +8.8% | +3.0% |
| 3M | -10.8% | -1.9% | -8.9% | -10.3% |
| 6M | -18.1% | -0.7% | -17.5% | -18.1% |
| YTD | -12.3% | +1.4% | -13.6% | -12.8% |
| 1Y | -0.2% | -19.1% | +18.9% | +5.5% |
| 3Y | +23.4% | -12.6% | +35.9% | +26.1% |
| 5Y | +56.4% | -12.7% | +69.0% | +59.0% |
| All | +56.4% | -13.0% | +69.3% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling