+21.3%
KWEB vs AWK
+330.4%
-309.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.6% | +0.6% | -4.2% | -3.7% |
| 30D | -14.9% | +4.3% | -19.2% | -15.4% |
| 3M | -5.4% | +12.5% | -18.0% | -7.0% |
| 6M | -18.9% | +3.3% | -22.2% | -19.4% |
| YTD | -27.2% | +9.8% | -37.0% | -28.4% |
| 1Y | -34.2% | +2.9% | -37.1% | -34.8% |
| 3Y | +0.6% | +9.6% | -9.0% | -2.4% |
| 5Y | -43.5% | -16.7% | -26.8% | -43.1% |
| 10Y | -20.6% | +136.1% | -156.7% | -32.9% |
| All | +21.3% | +330.4% | -309.1% | -13.9% |
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