+167.0%
KEY vs AWK
+126.2%
+40.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +2.7% | +2.2% | +0.6% | +2.1% |
| 30D | -3.2% | +4.4% | -7.7% | -4.5% |
| 3M | +1.0% | +15.4% | -14.4% | -3.5% |
| 6M | +11.9% | +3.5% | +8.3% | +10.2% |
| YTD | +8.7% | +9.8% | -1.1% | +4.8% |
| 1Y | +18.5% | +3.0% | +15.5% | +16.3% |
| 3Y | +124.0% | +9.7% | +114.3% | +109.5% |
| 5Y | +40.8% | -17.2% | +58.0% | +43.2% |
| 10Y | +167.0% | +126.1% | +40.9% | +142.4% |
| All | +167.0% | +126.2% | +40.8% | +142.4% |
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