+1,117.5%
KDP vs AWK
+924.9%
+192.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +1.3% | +1.7% | -0.5% | +0.8% |
| 30D | +6.0% | +5.6% | +0.4% | +4.3% |
| 3M | +9.2% | +15.9% | -6.7% | +4.6% |
| 6M | +14.7% | +4.6% | +10.1% | +13.1% |
| YTD | +19.2% | +10.1% | +9.1% | +15.6% |
| 1Y | +15.2% | +2.1% | +13.1% | +13.9% |
| 3Y | +6.0% | +9.8% | -3.9% | +1.6% |
| 5Y | +5.4% | -15.4% | +20.8% | +7.7% |
| 10Y | +171.9% | +129.4% | +42.5% | +99.3% |
| All | +1,117.5% | +924.9% | +192.6% | +437.6% |
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