+274.4%
KLAC vs AZN
+28.0%
+246.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | -13.2% | +1.1% | -14.2% | -13.4% |
| 3M | -25.0% | -12.1% | -12.9% | -23.7% |
| 6M | +23.6% | -17.1% | +40.7% | +27.7% |
| YTD | +49.2% | -12.0% | +61.2% | +51.7% |
| 1Y | +89.3% | -0.2% | +89.5% | +86.1% |
| 3Y | +274.4% | +26.8% | +247.6% | +257.8% |
| All | +274.4% | +28.0% | +246.4% | +257.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling