+129.5%
KMI vs AWK
+132.0%
-2.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | -2.7% | +2.1% | -4.8% | -3.3% |
| 3M | -0.7% | +11.4% | -12.0% | -3.9% |
| 6M | -5.0% | +3.9% | -8.9% | -6.3% |
| YTD | +15.5% | +7.7% | +7.8% | +12.5% |
| 1Y | +16.4% | +1.3% | +15.1% | +15.2% |
| 3Y | +114.2% | +7.2% | +107.0% | +105.0% |
| 5Y | +153.3% | -17.0% | +170.3% | +159.9% |
| All | +129.5% | +132.0% | -2.5% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling