+35.5%
KMB vs AWK
+153.6%
-118.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -3.0% | -2.6% | -0.4% | -1.8% |
| 30D | +9.1% | +14.2% | -5.1% | +2.9% |
| 3M | -0.4% | +10.0% | -10.5% | -4.6% |
| 6M | +13.0% | +17.1% | -4.1% | +5.3% |
| YTD | +10.3% | +16.1% | -5.8% | +2.8% |
| 1Y | +8.2% | +17.5% | -9.3% | +0.2% |
| 3Y | +0.4% | +29.3% | -29.0% | -12.2% |
| 5Y | -2.7% | -3.5% | +0.8% | -4.4% |
| All | +35.5% | +153.6% | -118.1% | -16.5% |
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