+279.1%
KLAC vs AWK
+9.9%
+269.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.2% | +0.6% | +5.6% | +6.4% |
| 30D | -5.0% | +4.3% | -9.3% | -3.3% |
| 3M | -14.4% | +12.5% | -26.9% | -9.8% |
| 6M | +28.3% | +3.3% | +25.0% | +32.1% |
| YTD | +51.1% | +9.8% | +41.3% | +58.6% |
| 1Y | +100.4% | +2.9% | +97.5% | +107.3% |
| All | +279.1% | +9.9% | +269.2% | +297.5% |
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