+20.1%
KDP vs AWK
+3.3%
+16.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +9.5% | +4.3% | +5.2% | +8.1% |
| 3M | +2.6% | +12.5% | -9.9% | -0.5% |
| 6M | +15.6% | +3.3% | +12.3% | +13.3% |
| YTD | +17.3% | +9.8% | +7.6% | +14.6% |
| 1Y | +20.1% | +2.9% | +17.2% | +15.4% |
| All | +20.1% | +3.3% | +16.8% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling