+696.7%
KKR vs AWK
+132.0%
+564.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -6.2% | -2.1% | -4.0% | -5.6% |
| 30D | -8.9% | +2.1% | -10.9% | -9.4% |
| 3M | +6.3% | +11.4% | -5.1% | +2.6% |
| 6M | +16.5% | +3.9% | +12.5% | +14.4% |
| YTD | -20.3% | +7.7% | -28.0% | -22.9% |
| 1Y | -29.8% | +1.3% | -31.1% | -30.9% |
| 3Y | +63.2% | +7.2% | +56.0% | +51.3% |
| 5Y | +68.0% | -17.0% | +85.0% | +72.0% |
| All | +696.7% | +132.0% | +564.7% | +540.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling