+430.6%
KLAC vs AWK
-17.3%
+447.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | +2.5% | -0.7% | +3.2% | +2.4% |
| 30D | -11.5% | +2.8% | -14.3% | -11.4% |
| 3M | -16.9% | +11.3% | -28.3% | -16.9% |
| 6M | +22.2% | +6.7% | +15.5% | +22.5% |
| YTD | +46.4% | +9.4% | +37.0% | +46.3% |
| 1Y | +91.0% | +3.7% | +87.3% | +91.6% |
| 3Y | +264.6% | +9.2% | +255.3% | +254.1% |
| 5Y | +430.6% | -15.7% | +446.3% | +426.7% |
| All | +430.6% | -17.3% | +447.8% | +426.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling