+1,278.3%
KDP vs AWK
+994.8%
+283.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +2.2% | +4.1% | -1.9% | +1.0% |
| 30D | +19.9% | +18.0% | +2.0% | +14.3% |
| 3M | +21.5% | +12.2% | +9.3% | +17.4% |
| 6M | +30.1% | +21.2% | +8.9% | +23.0% |
| YTD | +34.9% | +17.6% | +17.4% | +28.4% |
| 1Y | +43.4% | +19.2% | +24.2% | +35.7% |
| 3Y | +29.1% | +26.7% | +2.4% | +18.8% |
| 5Y | +15.0% | -1.3% | +16.3% | +12.6% |
| 10Y | +234.1% | +159.7% | +74.4% | +135.8% |
| All | +1,278.3% | +994.8% | +283.6% | +496.8% |
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