+23.0%
KEY vs AWK
+18.2%
+4.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.6% |
| 7D | -0.4% | +1.2% | -1.6% | -0.3% |
| 30D | +7.2% | +15.8% | -8.6% | +8.2% |
| 3M | -4.9% | +11.0% | -15.9% | -4.3% |
| 6M | +1.1% | +21.0% | -19.9% | +3.0% |
| YTD | +6.8% | +16.7% | -9.9% | +9.2% |
| All | +23.0% | +18.2% | +4.8% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling