-13.5%
KHC vs AWK
-15.0%
+1.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.2% | +2.2% | -4.4% | -2.9% |
| 30D | -0.1% | +4.4% | -4.5% | -1.6% |
| 3M | +8.3% | +15.4% | -7.0% | +3.3% |
| 6M | +5.0% | +3.5% | +1.4% | +3.5% |
| YTD | +8.0% | +9.8% | -1.8% | +4.3% |
| 1Y | -1.1% | +3.0% | -4.1% | -2.6% |
| 3Y | -10.7% | +9.7% | -20.4% | -14.7% |
| 5Y | -13.5% | -17.2% | +3.6% | -15.0% |
| All | -13.5% | -15.0% | +1.5% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling