+68.9%
KEY vs AWK
+1,034.4%
-965.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | -0.4% | +1.2% | -1.6% | -0.9% |
| 30D | +7.2% | +15.8% | -8.6% | +0.5% |
| 3M | -4.9% | +11.0% | -15.9% | -9.4% |
| 6M | +1.1% | +21.0% | -19.9% | -7.6% |
| YTD | +6.8% | +16.7% | -9.9% | -1.6% |
| 1Y | +23.3% | +17.2% | +6.1% | +13.1% |
| 3Y | +126.1% | +29.2% | +96.9% | +91.0% |
| 5Y | +15.2% | -2.3% | +17.5% | +9.5% |
| 10Y | +113.6% | +150.5% | -36.9% | +15.1% |
| All | +68.9% | +1,034.4% | -965.6% | -73.0% |
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