+113.7%
KLAC vs AWK
+1.8%
+111.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.5% | +7.2% |
| 7D | +5.7% | +1.7% | +4.0% | +6.9% |
| 30D | -3.6% | +5.6% | -9.2% | +0.2% |
| 3M | -12.8% | +15.9% | -28.7% | -3.6% |
| 6M | +26.1% | +4.6% | +21.5% | +33.9% |
| YTD | +53.3% | +10.1% | +43.3% | +66.3% |
| 1Y | +113.7% | +2.1% | +111.6% | +127.3% |
| All | +113.7% | +1.8% | +111.9% | +127.3% |
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