+85.7%
KRE vs AZN
+28.0%
+57.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -1.8% | -1.6% | -0.3% | -1.6% |
| 30D | -4.5% | +1.1% | -5.6% | -4.7% |
| 3M | +2.7% | -12.1% | +14.9% | +4.4% |
| 6M | +16.9% | -17.1% | +34.0% | +19.9% |
| YTD | +15.4% | -12.0% | +27.3% | +16.7% |
| 1Y | +16.1% | -0.2% | +16.3% | +14.7% |
| 3Y | +85.7% | +26.8% | +58.9% | +67.5% |
| All | +85.7% | +28.0% | +57.7% | +67.5% |
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