+41.2%
KEY vs AWK
-15.4%
+56.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.2% | +1.7% | +0.5% | +1.8% |
| 30D | -3.0% | +5.6% | -8.6% | -4.2% |
| 3M | +3.3% | +15.9% | -12.5% | -0.1% |
| 6M | +9.2% | +4.6% | +4.6% | +7.8% |
| YTD | +10.6% | +10.1% | +0.6% | +7.7% |
| 1Y | +20.4% | +2.1% | +18.3% | +19.3% |
| 3Y | +121.8% | +9.8% | +112.0% | +106.1% |
| All | +41.2% | -15.4% | +56.6% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling