+27.0%
KGC vs AWK
+1,034.4%
-1,007.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +3.0% |
| 7D | +11.1% | +1.2% | +9.9% | +10.6% |
| 30D | -3.7% | +15.8% | -19.5% | -9.3% |
| 3M | -17.2% | +11.0% | -28.2% | -20.7% |
| 6M | -27.3% | +21.0% | -48.3% | -32.9% |
| YTD | -18.5% | +16.7% | -35.2% | -24.3% |
| 1Y | -5.7% | +17.2% | -22.9% | -12.8% |
| 3Y | +336.5% | +29.2% | +307.3% | +280.3% |
| 5Y | +298.7% | -2.3% | +301.0% | +287.3% |
| 10Y | +538.5% | +150.5% | +388.0% | +303.1% |
| All | +27.0% | +1,034.4% | -1,007.4% | -62.1% |
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