+15.1%
KGC vs AWK
+1,028.7%
-1,013.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | -4.1% | -2.6% | -1.5% | -3.2% |
| 30D | -11.6% | +14.2% | -25.8% | -16.3% |
| 3M | -24.5% | +10.0% | -34.6% | -27.5% |
| 6M | -34.6% | +17.1% | -51.6% | -38.9% |
| YTD | -26.2% | +16.1% | -42.3% | -31.3% |
| 1Y | -20.1% | +17.5% | -37.7% | -26.2% |
| 3Y | +312.4% | +29.3% | +283.1% | +259.0% |
| 5Y | +224.9% | -3.5% | +228.4% | +217.1% |
| 10Y | +608.7% | +152.7% | +456.1% | +345.4% |
| All | +15.1% | +1,028.7% | -1,013.6% | -65.6% |
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