+216.5%
AZN vs KMX
+11.6%
+204.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -1.6% | -3.1% | +1.6% | -1.3% |
| 30D | +1.1% | +4.4% | -3.4% | +0.6% |
| 3M | -12.1% | +18.9% | -31.0% | -13.8% |
| 6M | -17.1% | +44.3% | -61.4% | -20.6% |
| YTD | -12.0% | +58.7% | -70.7% | -16.7% |
| 1Y | -0.2% | +0.1% | -0.3% | -1.4% |
| 3Y | +26.8% | -24.4% | +51.2% | +27.3% |
| 5Y | +56.9% | -54.4% | +111.3% | +63.7% |
| All | +216.5% | +11.6% | +204.9% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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