+33.1%
KRE vs AWK
-17.3%
+50.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -3.9% | +2.8% | -6.7% | -4.5% |
| 3M | +3.6% | +11.3% | -7.7% | +1.0% |
| 6M | +15.4% | +6.7% | +8.7% | +13.4% |
| YTD | +15.2% | +9.4% | +5.8% | +12.3% |
| 1Y | +16.5% | +3.7% | +12.7% | +14.8% |
| 3Y | +85.2% | +9.2% | +75.9% | +73.6% |
| 5Y | +33.1% | -15.7% | +48.8% | +18.6% |
| All | +33.1% | -17.3% | +50.4% | +18.6% |
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