+75.0%
KEY vs AWK
+969.7%
-894.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.2% | +1.7% | +0.5% | +1.5% |
| 30D | -3.0% | +5.6% | -8.6% | -5.4% |
| 3M | +3.3% | +15.9% | -12.5% | -3.5% |
| 6M | +9.2% | +4.6% | +4.6% | +6.2% |
| YTD | +10.6% | +10.1% | +0.6% | +4.7% |
| 1Y | +20.4% | +2.1% | +18.3% | +17.3% |
| 3Y | +121.8% | +9.8% | +112.0% | +102.8% |
| 5Y | +41.1% | -15.4% | +56.5% | +43.3% |
| 10Y | +168.5% | +129.4% | +39.1% | +50.9% |
| All | +75.0% | +969.7% | -894.7% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling