+378.8%
AZN vs KWEB
+21.1%
+357.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | -1.6% | -5.6% | +4.0% | -0.8% |
| 30D | +1.1% | -10.7% | +11.7% | +2.6% |
| 3M | -12.1% | -7.4% | -4.7% | -11.4% |
| 6M | -17.1% | -19.3% | +2.2% | -14.9% |
| YTD | -12.0% | -27.8% | +15.8% | -8.3% |
| 1Y | -0.2% | -35.9% | +35.7% | +5.5% |
| 3Y | +26.8% | -1.9% | +28.7% | +24.5% |
| 5Y | +56.9% | -43.2% | +100.1% | +61.7% |
| 10Y | +226.7% | -21.2% | +247.9% | +196.6% |
| All | +378.8% | +21.1% | +357.7% | +293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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