+454.5%
KGC vs AWK
-15.0%
+469.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +2.4% | +2.2% | +0.3% | +1.8% |
| 30D | +9.2% | +4.4% | +4.8% | +7.6% |
| 3M | +16.7% | +15.4% | +1.4% | +11.0% |
| 6M | -7.0% | +3.5% | -10.5% | -8.5% |
| YTD | +7.5% | +9.8% | -2.3% | +3.2% |
| 1Y | +34.4% | +3.0% | +31.4% | +32.0% |
| 3Y | +552.0% | +9.7% | +542.3% | +508.6% |
| 5Y | +454.5% | -17.2% | +471.7% | +482.8% |
| All | +454.5% | -15.0% | +469.5% | +482.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling