+532.8%
KR vs AWK
+963.1%
-430.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | -2.7% | -0.7% | -1.9% | -2.5% |
| 30D | +1.9% | +2.8% | -0.8% | +1.2% |
| 3M | -11.0% | +11.3% | -22.4% | -13.6% |
| 6M | -20.2% | +6.7% | -26.9% | -21.7% |
| YTD | -7.3% | +9.4% | -16.7% | -9.6% |
| 1Y | -13.1% | +3.7% | -16.8% | -14.2% |
| 3Y | +29.7% | +9.2% | +20.5% | +25.5% |
| 5Y | +48.8% | -15.7% | +64.5% | +52.0% |
| 10Y | +122.8% | +135.3% | -12.5% | +66.5% |
| All | +532.8% | +963.1% | -430.3% | +186.9% |
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