+121.9%
KRE vs AWK
+132.0%
-10.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.6% |
| 7D | -1.8% | -2.1% | +0.3% | -1.2% |
| 30D | -4.5% | +2.1% | -6.6% | -5.1% |
| 3M | +2.7% | +11.4% | -8.6% | -0.8% |
| 6M | +16.9% | +3.9% | +12.9% | +15.0% |
| YTD | +15.4% | +7.7% | +7.7% | +11.9% |
| 1Y | +16.1% | +1.3% | +14.8% | +14.6% |
| 3Y | +85.7% | +7.2% | +78.6% | +75.6% |
| 5Y | +33.3% | -17.0% | +50.3% | +35.9% |
| All | +121.9% | +132.0% | -10.1% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling