+433.3%
KLAC vs AZN
+55.9%
+377.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | -2.7% | -1.6% | -1.1% | -2.3% |
| 30D | -13.2% | +1.1% | -14.2% | -13.5% |
| 3M | -25.0% | -12.1% | -12.9% | -23.2% |
| 6M | +23.6% | -17.1% | +40.7% | +28.8% |
| YTD | +49.2% | -12.0% | +61.2% | +52.5% |
| 1Y | +89.3% | -0.2% | +89.5% | +85.6% |
| 3Y | +274.4% | +26.8% | +247.6% | +235.7% |
| All | +433.3% | +55.9% | +377.4% | +368.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling