+6,430.1%
KLAC vs AWK
+1,044.2%
+5,386.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.5% | -3.6% |
| 7D | +10.0% | +0.1% | +9.8% | +9.9% |
| 30D | -14.8% | +14.3% | -29.1% | -19.2% |
| 3M | -27.2% | +10.3% | -37.5% | -30.3% |
| 6M | -17.5% | +18.9% | -36.4% | -23.9% |
| YTD | +25.8% | +17.7% | +8.1% | +15.5% |
| 1Y | +31.8% | +16.9% | +15.0% | +21.1% |
| 3Y | +195.3% | +32.2% | +163.1% | +142.5% |
| 5Y | +285.9% | -2.2% | +288.1% | +262.6% |
| 10Y | +2,247.6% | +156.1% | +2,091.5% | +1,315.0% |
| All | +6,430.1% | +1,044.2% | +5,386.0% | +1,764.8% |
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