-17.1%
AZN vs KR
-18.0%
+0.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +1.1% | +5.1% | -4.0% | +0.7% |
| 3M | -12.1% | -8.2% | -4.0% | -12.1% |
| 6M | -17.1% | -18.0% | +0.8% | -18.1% |
| All | -17.1% | -18.0% | +0.9% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling