+195.3%
KLAC vs AWK
+31.5%
+163.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.5% | -2.4% |
| 7D | +10.0% | +0.1% | +9.8% | +10.1% |
| 30D | -14.8% | +14.3% | -29.1% | -8.0% |
| 3M | -27.2% | +10.3% | -37.5% | -22.5% |
| 6M | -17.5% | +18.9% | -36.4% | -8.3% |
| YTD | +25.8% | +17.7% | +8.1% | +39.8% |
| 1Y | +31.8% | +16.9% | +15.0% | +46.3% |
| 3Y | +195.3% | +32.2% | +163.1% | +229.7% |
| All | +195.3% | +31.5% | +163.8% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling