+634.8%
KGC vs AWK
+156.2%
+478.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -8.8% | +15.5% | -24.4% | -13.5% |
| 3M | -21.1% | +10.0% | -31.1% | -23.8% |
| 6M | -32.3% | +20.4% | -52.7% | -37.0% |
| YTD | -23.5% | +17.1% | -40.5% | -28.5% |
| 1Y | -15.0% | +18.3% | -33.2% | -21.0% |
| 3Y | +327.5% | +30.4% | +297.2% | +274.2% |
| 5Y | +244.3% | -2.7% | +246.9% | +236.3% |
| 10Y | +634.8% | +154.7% | +480.1% | +381.3% |
| All | +634.8% | +156.2% | +478.6% | +381.3% |
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