+2.1%
KMB vs AWK
+31.5%
-29.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +10.1% | +14.3% | -4.2% | +4.1% |
| 3M | 0.0% | +10.3% | -10.2% | -4.1% |
| 6M | +15.7% | +18.9% | -3.3% | +7.6% |
| YTD | +12.6% | +17.7% | -5.1% | +4.8% |
| 1Y | +10.1% | +16.9% | -6.7% | +2.7% |
| 3Y | +2.1% | +32.2% | -30.0% | -8.4% |
| All | +2.1% | +31.5% | -29.4% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling