-1.9%
KWEB vs AWK
+7.8%
-9.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.6% |
| 7D | -5.6% | -2.1% | -3.4% | -5.6% |
| 30D | -10.7% | +2.1% | -12.7% | -10.6% |
| 3M | -7.4% | +11.4% | -18.8% | -7.4% |
| 6M | -19.3% | +3.9% | -23.2% | -19.3% |
| YTD | -27.8% | +7.7% | -35.4% | -27.8% |
| 1Y | -35.9% | +1.3% | -37.2% | -35.8% |
| 3Y | -1.9% | +7.2% | -9.1% | -7.0% |
| All | -1.9% | +7.8% | -9.7% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling