+426.2%
KNX vs AWK
+966.9%
-540.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +0.5% | +4.3% | -3.8% | -1.0% |
| 3M | -14.1% | +12.5% | -26.7% | -17.6% |
| 6M | +19.8% | +3.3% | +16.5% | +17.7% |
| YTD | +32.7% | +9.8% | +23.0% | +27.4% |
| 1Y | +62.3% | +2.9% | +59.4% | +59.0% |
| 3Y | +36.8% | +9.6% | +27.2% | +27.8% |
| 5Y | +41.8% | -16.7% | +58.4% | +44.9% |
| 10Y | +169.7% | +136.1% | +33.6% | +78.9% |
| All | +426.2% | +966.9% | -540.7% | +58.0% |
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