+4,678.0%
AZN vs KR
+3,876.8%
+801.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -12.1% | -8.2% | -4.0% | -11.0% |
| 6M | -17.1% | -18.0% | +0.8% | -14.6% |
| YTD | -12.0% | -4.8% | -7.2% | -11.8% |
| 1Y | -0.2% | -11.0% | +10.8% | +1.0% |
| 3Y | +26.8% | +37.7% | -10.9% | +17.5% |
| 5Y | +56.9% | +52.8% | +4.1% | +40.3% |
| 10Y | +226.7% | +128.8% | +97.9% | +159.1% |
| All | +4,678.0% | +3,876.8% | +801.3% | +2,194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling