-16.6%
KMB vs AWK
+1.1%
-17.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -2.7% | +2.2% | -4.9% | -3.6% |
| 30D | -5.0% | +4.4% | -9.5% | -6.7% |
| 3M | +6.6% | +15.4% | -8.8% | +1.3% |
| 6M | +1.0% | +3.5% | -2.5% | -1.2% |
| YTD | +6.0% | +9.8% | -3.8% | +1.6% |
| 1Y | -16.6% | +3.0% | -19.6% | -18.9% |
| All | -16.6% | +1.1% | -17.7% | -18.9% |
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 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