+969.7%
AWK vs KIM
+48.1%
+921.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +5.6% | -4.0% | +9.6% | +6.4% |
| 3M | +15.9% | +0.5% | +15.3% | +15.7% |
| 6M | +4.6% | +3.6% | +1.0% | +3.8% |
| YTD | +10.1% | +20.4% | -10.4% | +6.2% |
| 1Y | +2.1% | +9.7% | -7.6% | +0.3% |
| 3Y | +9.8% | +46.0% | -36.1% | +1.8% |
| 5Y | -15.4% | +34.4% | -49.8% | -20.9% |
| 10Y | +129.4% | +29.3% | +100.1% | +103.1% |
| All | +969.7% | +48.1% | +921.5% | +740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling