+150.6%
KMI vs AWK
-17.6%
+168.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -1.7% | -2.1% | +0.4% | -1.2% |
| 30D | -2.7% | +2.1% | -4.8% | -3.2% |
| 3M | -0.7% | +11.4% | -12.0% | -3.2% |
| 6M | -5.0% | +3.9% | -8.9% | -6.0% |
| YTD | +15.5% | +7.7% | +7.8% | +13.1% |
| 1Y | +16.4% | +1.3% | +15.1% | +15.6% |
| 3Y | +114.2% | +7.2% | +107.0% | +106.9% |
| All | +150.6% | -17.6% | +168.1% | +135.4% |
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