+7,856.9%
KLAC vs AWK
+969.7%
+6,887.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.5% | +7.4% |
| 7D | +5.7% | +1.7% | +4.0% | +5.1% |
| 30D | -3.6% | +5.6% | -9.2% | -5.6% |
| 3M | -12.8% | +15.9% | -28.7% | -18.3% |
| 6M | +26.1% | +4.6% | +21.5% | +22.1% |
| YTD | +53.3% | +10.1% | +43.3% | +45.2% |
| 1Y | +113.7% | +2.1% | +111.6% | +107.1% |
| 3Y | +274.9% | +9.8% | +265.0% | +235.7% |
| 5Y | +470.1% | -15.4% | +485.5% | +472.4% |
| 10Y | +2,997.0% | +129.4% | +2,867.6% | +1,857.7% |
| All | +7,856.9% | +969.7% | +6,887.2% | +2,244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling