+238.5%
KRE vs AWK
+966.9%
-728.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -3.4% | +4.3% | -7.7% | -5.1% |
| 3M | +3.7% | +12.5% | -8.8% | -1.5% |
| 6M | +14.8% | +3.3% | +11.5% | +12.6% |
| YTD | +14.7% | +9.8% | +4.9% | +9.2% |
| 1Y | +16.0% | +2.9% | +13.1% | +13.2% |
| 3Y | +84.3% | +9.6% | +74.6% | +70.4% |
| 5Y | +30.9% | -16.7% | +47.5% | +34.3% |
| 10Y | +122.0% | +136.1% | -14.1% | +30.6% |
| All | +238.5% | +966.9% | -728.4% | -31.1% |
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