+710.2%
KGC vs AWK
+128.1%
+582.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +10.5% | +4.3% | +6.2% | +8.7% |
| 3M | +19.8% | +12.5% | +7.3% | +14.4% |
| 6M | -6.7% | +3.3% | -10.0% | -8.4% |
| YTD | +7.8% | +9.8% | -2.0% | +3.0% |
| 1Y | +35.7% | +2.9% | +32.8% | +32.6% |
| 3Y | +553.7% | +9.6% | +544.1% | +511.1% |
| 5Y | +461.7% | -16.7% | +478.3% | +482.0% |
| 10Y | +710.2% | +136.1% | +574.1% | +383.8% |
| All | +710.2% | +128.1% | +582.1% | +383.8% |
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 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