+26.6%
KGC vs AWK
+2.5%
+24.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -8.4% | -0.7% | -7.7% | -8.5% |
| 30D | +6.3% | +2.8% | +3.6% | +6.8% |
| 3M | +22.4% | +11.3% | +11.1% | +24.9% |
| 6M | -11.4% | +6.7% | -18.1% | -10.1% |
| YTD | +3.1% | +9.4% | -6.2% | +5.6% |
| 1Y | +26.6% | +3.7% | +22.9% | +33.2% |
| All | +26.6% | +2.5% | +24.2% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling