+26.2%
KLAC vs AWK
+20.7%
+5.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -2.3% |
| 7D | -5.7% | +7.0% | -12.7% | -0.2% |
| 30D | -27.6% | +17.0% | -44.6% | -17.4% |
| 3M | -23.3% | +12.4% | -35.7% | -14.8% |
| 6M | -12.4% | +19.6% | -32.0% | +2.3% |
| YTD | +23.7% | +17.0% | +6.7% | +43.3% |
| 1Y | +26.2% | +20.0% | +6.2% | +48.4% |
| All | +26.2% | +20.7% | +5.5% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling