+105.3%
KEY vs AWK
+152.9%
-47.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +0.5% | +2.7% | -2.2% | -0.3% |
| 30D | +6.9% | +16.7% | -9.8% | +1.9% |
| 3M | -5.0% | +11.7% | -16.8% | -8.3% |
| 6M | +0.7% | +21.9% | -21.2% | -5.6% |
| YTD | +6.5% | +17.6% | -11.1% | +0.3% |
| 1Y | +22.6% | +19.8% | +2.8% | +14.7% |
| 3Y | +125.3% | +31.0% | +94.4% | +97.8% |
| 5Y | +13.9% | -3.0% | +16.9% | +9.9% |
| 10Y | +105.3% | +156.8% | -51.4% | +90.7% |
| All | +105.3% | +152.9% | -47.6% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling