+216.5%
AZN vs KR
+129.5%
+87.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +1.1% | +5.1% | -4.0% | +0.7% |
| 3M | -12.1% | -8.2% | -4.0% | -11.7% |
| 6M | -17.1% | -18.0% | +0.8% | -16.1% |
| YTD | -12.0% | -4.8% | -7.2% | -11.9% |
| 1Y | -0.2% | -11.0% | +10.8% | +0.3% |
| 3Y | +26.8% | +37.7% | -10.9% | +22.3% |
| 5Y | +56.9% | +52.8% | +4.1% | +48.8% |
| All | +216.5% | +129.5% | +87.0% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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