+29.7%
AWK vs KEEL
+309.9%
-280.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.6% | +19.3% | -18.7% | +0.6% |
| 30D | +4.3% | +9.1% | -4.8% | +4.3% |
| 3M | +12.5% | -31.5% | +44.1% | +12.6% |
| 6M | +3.3% | +75.8% | -72.5% | +2.9% |
| YTD | +9.8% | +57.9% | -48.1% | +9.4% |
| 1Y | +2.9% | +133.3% | -130.4% | +2.0% |
| 3Y | +9.6% | +204.1% | -194.5% | +7.5% |
| 5Y | -16.7% | -37.5% | +20.9% | -18.4% |
| All | +29.7% | +309.9% | -280.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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