+4,753.5%
AZN vs KMB
+1,214.6%
+3,538.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | 0.0% | -3.0% | +3.0% | +0.9% |
| 30D | +0.7% | -5.5% | +6.2% | +2.4% |
| 3M | -10.5% | +14.0% | -24.5% | -14.0% |
| 6M | -19.3% | +4.1% | -23.4% | -20.5% |
| YTD | -10.6% | +8.0% | -18.6% | -13.0% |
| 1Y | +0.5% | -13.7% | +14.3% | +4.0% |
| 3Y | +25.9% | -5.9% | +31.8% | +26.0% |
| 5Y | +52.4% | -8.6% | +61.0% | +52.9% |
| 10Y | +220.8% | +17.3% | +203.6% | +192.5% |
| All | +4,753.5% | +1,214.6% | +3,538.9% | +2,490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling