+3,215.5%
AZN vs KNX
+4,983.8%
-1,768.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | -1.6% | -5.6% | +4.0% | -0.9% |
| 30D | +1.1% | -4.4% | +5.5% | +1.5% |
| 3M | -12.1% | -17.3% | +5.2% | -10.5% |
| 6M | -17.1% | +22.6% | -39.8% | -19.3% |
| YTD | -12.0% | +31.1% | -43.1% | -15.0% |
| 1Y | -0.2% | +60.2% | -60.4% | -6.0% |
| 3Y | +26.8% | +35.8% | -9.0% | +20.2% |
| 5Y | +56.9% | +38.9% | +18.0% | +46.9% |
| 10Y | +226.7% | +166.5% | +60.3% | +176.6% |
| All | +3,215.5% | +4,983.8% | -1,768.3% | +2,366.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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