-1.4%
KHC vs AWK
+3.3%
-4.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | +0.3% | +4.3% | -4.0% | -1.0% |
| 3M | +6.7% | +12.5% | -5.8% | +3.5% |
| 6M | +4.2% | +3.3% | +0.9% | +3.1% |
| YTD | +6.7% | +9.8% | -3.0% | +4.5% |
| 1Y | -1.4% | +2.9% | -4.3% | -2.4% |
| All | -1.4% | +3.3% | -4.7% | -2.4% |
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