+8.2%
KMB vs AWK
+17.4%
-9.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.1% |
| 3M | -0.4% | +10.0% | -10.5% | -4.5% |
| 6M | +13.0% | +17.1% | -4.1% | +6.0% |
| YTD | +10.3% | +16.1% | -5.8% | +3.6% |
| 1Y | +8.2% | +17.5% | -9.3% | +1.2% |
| All | +8.2% | +17.4% | -9.1% | +1.2% |
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