+149.6%
KRE vs AZN
+488.2%
-338.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.4% |
| 7D | -1.1% | -2.9% | +1.8% | +0.1% |
| 30D | -3.4% | -3.1% | -0.3% | -2.3% |
| 3M | +3.7% | -14.4% | +18.1% | +9.4% |
| 6M | +14.8% | -19.5% | +34.3% | +23.8% |
| YTD | +14.7% | -13.8% | +28.4% | +19.6% |
| 1Y | +16.0% | -2.4% | +18.4% | +14.4% |
| 3Y | +84.3% | +21.3% | +63.0% | +62.2% |
| 5Y | +30.9% | +53.6% | -22.8% | +0.4% |
| 10Y | +122.0% | +220.1% | -98.2% | +7.4% |
| All | +149.6% | +488.2% | -338.6% | -37.5% |
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 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