+146.4%
KMI vs AWK
-2.4%
+148.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.6% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | -3.4% | +14.3% | -17.7% | -6.4% |
| 3M | +0.4% | +10.3% | -9.9% | -2.0% |
| 6M | -0.9% | +18.9% | -19.9% | -5.1% |
| YTD | +20.5% | +17.7% | +2.8% | +15.4% |
| 1Y | +23.2% | +16.9% | +6.3% | +18.2% |
| 3Y | +121.6% | +32.2% | +89.4% | +101.1% |
| All | +146.4% | -2.4% | +148.9% | +125.4% |
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