+38.7%
KMB vs AWK
+146.2%
-107.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.5% |
| 7D | +3.4% | +1.2% | +2.2% | +2.9% |
| 30D | +14.7% | +15.8% | -1.1% | +7.5% |
| 3M | +3.3% | +11.0% | -7.7% | -1.4% |
| 6M | +16.8% | +21.0% | -4.2% | +7.4% |
| YTD | +15.2% | +16.7% | -1.5% | +7.1% |
| 1Y | +13.3% | +17.2% | -3.9% | +5.0% |
| 3Y | +5.4% | +29.2% | -23.7% | -7.7% |
| 5Y | +2.7% | -2.3% | +5.0% | +0.4% |
| 10Y | +38.7% | +150.5% | -111.9% | -15.1% |
| All | +38.7% | +146.2% | -107.6% | -15.1% |
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