+1,028.7%
AWK vs KIM
+59.8%
+968.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | +14.2% | +13.4% | +0.8% | +11.5% |
| 3M | +10.0% | +6.5% | +3.5% | +8.7% |
| 6M | +17.1% | +10.6% | +6.5% | +14.9% |
| YTD | +16.1% | +29.9% | -13.8% | +10.5% |
| 1Y | +17.5% | +29.6% | -12.0% | +11.9% |
| 3Y | +29.3% | +64.1% | -34.7% | +17.3% |
| 5Y | -3.5% | +35.3% | -38.8% | -10.0% |
| 10Y | +152.7% | +63.1% | +89.6% | +115.0% |
| All | +1,028.7% | +59.8% | +968.9% | +774.3% |
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 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