+1,688.1%
KKR vs AWK
+852.4%
+835.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | +0.3% | +4.3% | -4.0% | -1.2% |
| 3M | +8.8% | +12.5% | -3.7% | +4.0% |
| 6M | +14.9% | +3.3% | +11.6% | +12.7% |
| YTD | -17.9% | +9.8% | -27.6% | -21.6% |
| 1Y | -23.7% | +2.9% | -26.6% | -25.6% |
| 3Y | +69.1% | +9.6% | +59.4% | +54.3% |
| 5Y | +72.6% | -16.7% | +89.2% | +76.9% |
| 10Y | +728.2% | +136.1% | +592.2% | +413.0% |
| All | +1,688.1% | +852.4% | +835.8% | +251.7% |
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