-43.1%
KHC vs AWK
+254.3%
-297.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.8% | +1.7% | -3.5% | -2.5% |
| 30D | -1.9% | +5.6% | -7.4% | -4.1% |
| 3M | +14.4% | +15.9% | -1.5% | +7.6% |
| 6M | +8.7% | +4.6% | +4.1% | +6.4% |
| YTD | +7.8% | +10.1% | -2.3% | +3.1% |
| 1Y | -1.5% | +2.1% | -3.6% | -3.1% |
| 3Y | -9.9% | +9.8% | -19.7% | -15.1% |
| 5Y | -10.7% | -15.4% | +4.6% | -7.3% |
| 10Y | -55.7% | +129.4% | -185.1% | -72.0% |
| All | -43.1% | +254.3% | -297.4% | -72.9% |
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