+175.8%
KDP vs AWK
+126.2%
+49.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.1% | +2.2% | -0.1% | +1.5% |
| 30D | +8.5% | +4.4% | +4.0% | +7.2% |
| 3M | +6.6% | +15.4% | -8.8% | +2.6% |
| 6M | +17.1% | +3.5% | +13.6% | +15.8% |
| YTD | +19.0% | +9.8% | +9.2% | +15.8% |
| 1Y | +21.8% | +3.0% | +18.8% | +20.3% |
| 3Y | +6.4% | +9.7% | -3.2% | +2.4% |
| 5Y | +5.1% | -17.2% | +22.3% | +7.1% |
| 10Y | +175.8% | +126.1% | +49.8% | +111.1% |
| All | +175.8% | +126.2% | +49.7% | +111.1% |
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 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