+26.2%
KLAC vs AZN
+18.4%
+7.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -3.6% |
| 7D | -5.7% | +11.5% | -17.2% | -3.8% |
| 30D | -27.6% | +20.8% | -48.3% | -25.4% |
| 3M | -23.3% | +21.5% | -44.7% | -21.0% |
| 6M | -12.4% | +3.0% | -15.4% | -9.5% |
| YTD | +23.7% | +3.9% | +19.9% | +28.0% |
| 1Y | +26.2% | +16.4% | +9.8% | +32.9% |
| All | +26.2% | +18.4% | +7.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 1y: compounded portfolio wealth divided by compounded AZN 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…
1y analysis · Full analysis span regression · 6 months rolling