-52.3%
KHC vs AWK
+156.2%
-208.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +8.1% | +15.5% | -7.4% | +2.0% |
| 3M | 0.0% | +10.0% | -10.0% | -3.8% |
| 6M | +7.9% | +20.4% | -12.5% | 0.0% |
| YTD | +5.3% | +17.1% | -11.8% | -1.8% |
| 1Y | +5.1% | +18.3% | -13.1% | -2.4% |
| 3Y | -12.8% | +30.4% | -43.2% | -23.3% |
| 5Y | -16.2% | -2.7% | -13.5% | -17.9% |
| 10Y | -52.3% | +154.7% | -207.0% | -70.2% |
| All | -52.3% | +156.2% | -208.4% | -70.2% |
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