+63.8%
KO vs AWK
+7.8%
+56.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | +0.2% | -2.1% | +2.4% | +1.0% |
| 30D | +1.8% | +2.1% | -0.2% | +1.1% |
| 3M | +7.7% | +11.4% | -3.7% | +3.9% |
| 6M | +15.3% | +3.9% | +11.3% | +13.5% |
| YTD | +28.0% | +7.7% | +20.3% | +24.4% |
| 1Y | +34.3% | +1.3% | +33.0% | +33.0% |
| 3Y | +63.8% | +7.2% | +56.6% | +58.0% |
| All | +63.8% | +7.8% | +56.0% | +58.0% |
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