+81.6%
KO vs AWK
-16.3%
+97.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | +1.6% | +2.8% | -1.2% | +0.5% |
| 3M | +5.8% | +11.3% | -5.6% | +1.6% |
| 6M | +14.3% | +6.7% | +7.6% | +11.4% |
| YTD | +27.3% | +9.4% | +17.9% | +22.7% |
| 1Y | +33.2% | +3.7% | +29.5% | +30.6% |
| 3Y | +64.5% | +9.2% | +55.2% | +56.7% |
| All | +81.6% | -16.3% | +97.9% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling