+1,037.8%
AWK vs KIM
+60.8%
+977.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | +15.5% | +14.8% | +0.7% | +12.6% |
| 3M | +10.0% | +8.1% | +1.8% | +8.4% |
| 6M | +20.4% | +11.7% | +8.8% | +17.9% |
| YTD | +17.1% | +30.7% | -13.7% | +11.2% |
| 1Y | +18.3% | +29.7% | -11.5% | +12.5% |
| 3Y | +30.4% | +65.1% | -34.7% | +18.1% |
| 5Y | -2.7% | +34.7% | -37.3% | -9.1% |
| 10Y | +154.7% | +64.1% | +90.6% | +116.5% |
| All | +1,037.8% | +60.8% | +977.0% | +780.2% |
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