+19.8%
AWK vs KIM
+31.2%
-11.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +2.7% | +2.8% | -0.1% | +1.2% |
| 30D | +16.7% | +15.9% | +0.8% | +8.3% |
| 3M | +11.7% | +7.8% | +4.0% | +7.1% |
| 6M | +21.9% | +11.9% | +10.0% | +14.9% |
| YTD | +17.6% | +31.0% | -13.4% | +1.8% |
| 1Y | +19.8% | +32.3% | -12.6% | +3.3% |
| All | +19.8% | +31.2% | -11.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling