+31.0%
AWK vs KIM
+65.6%
-34.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +2.7% | +2.8% | -0.1% | +1.6% |
| 30D | +16.7% | +15.9% | +0.8% | +10.4% |
| 3M | +11.7% | +7.8% | +4.0% | +8.5% |
| 6M | +21.9% | +11.9% | +10.0% | +16.8% |
| YTD | +17.6% | +31.0% | -13.4% | +6.5% |
| 1Y | +19.8% | +32.3% | -12.6% | +8.1% |
| 3Y | +31.0% | +65.5% | -34.5% | +1.5% |
| All | +31.0% | +65.6% | -34.6% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling