+2,896.3%
KLAC vs AWK
+132.0%
+2,764.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.4% |
| 7D | -2.7% | -2.1% | -0.5% | -2.0% |
| 30D | -13.2% | +2.1% | -15.2% | -13.9% |
| 3M | -25.0% | +11.4% | -36.4% | -28.3% |
| 6M | +23.6% | +3.9% | +19.7% | +20.5% |
| YTD | +49.2% | +7.7% | +41.5% | +43.0% |
| 1Y | +89.3% | +1.3% | +88.0% | +84.6% |
| 3Y | +274.4% | +7.2% | +267.2% | +238.3% |
| 5Y | +440.9% | -17.0% | +458.0% | +458.0% |
| All | +2,896.3% | +132.0% | +2,764.3% | +1,882.1% |
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 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