+71.6%
KGC vs AWK
+969.7%
-898.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | -1.3% | +1.7% | -3.0% | -1.9% |
| 30D | +20.3% | +5.6% | +14.7% | +17.7% |
| 3M | +8.1% | +15.9% | -7.8% | +1.6% |
| 6M | -8.8% | +4.6% | -13.3% | -11.1% |
| YTD | +10.1% | +10.1% | 0.0% | +4.8% |
| 1Y | +44.2% | +2.1% | +42.1% | +40.9% |
| 3Y | +533.0% | +9.8% | +523.2% | +490.1% |
| 5Y | +443.0% | -15.4% | +458.4% | +458.9% |
| 10Y | +678.6% | +129.4% | +549.2% | +411.7% |
| All | +71.6% | +969.7% | -898.1% | -47.5% |
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