+93,360.4%
KLAC vs AZN
+4,452.3%
+88,908.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.8% |
| 7D | -2.7% | -1.6% | -1.1% | -2.2% |
| 30D | -13.2% | +1.1% | -14.2% | -13.6% |
| 3M | -25.0% | -12.1% | -12.9% | -22.7% |
| 6M | +23.6% | -17.1% | +40.7% | +29.7% |
| YTD | +49.2% | -12.0% | +61.2% | +53.3% |
| 1Y | +89.3% | -0.2% | +89.5% | +85.8% |
| 3Y | +274.4% | +26.8% | +247.6% | +233.6% |
| 5Y | +440.9% | +56.9% | +384.1% | +341.8% |
| 10Y | +2,947.7% | +226.7% | +2,720.9% | +1,809.1% |
| All | +93,360.4% | +4,452.3% | +88,908.1% | +31,048.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling