+111.8%
KMI vs AWK
+652.1%
-540.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | +0.9% | +5.6% | -4.7% | -0.9% |
| 3M | 0.0% | +15.9% | -15.9% | -4.9% |
| 6M | -5.7% | +4.6% | -10.3% | -7.4% |
| YTD | +17.5% | +10.1% | +7.4% | +13.2% |
| 1Y | +22.3% | +2.1% | +20.2% | +20.4% |
| 3Y | +111.9% | +9.8% | +102.1% | +99.8% |
| 5Y | +151.8% | -15.4% | +167.2% | +157.5% |
| 10Y | +138.7% | +129.4% | +9.3% | +54.4% |
| All | +111.8% | +652.1% | -540.3% | -34.0% |
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 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