+409.1%
KO vs AWK
+966.9%
-557.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +0.8% | +4.3% | -3.5% | -0.9% |
| 3M | +8.3% | +12.5% | -4.2% | +3.4% |
| 6M | +14.0% | +3.3% | +10.7% | +12.3% |
| YTD | +26.9% | +9.8% | +17.1% | +21.8% |
| 1Y | +32.7% | +2.9% | +29.8% | +30.3% |
| 3Y | +63.9% | +9.6% | +54.3% | +54.9% |
| 5Y | +81.7% | -16.7% | +98.4% | +88.9% |
| 10Y | +183.0% | +136.1% | +46.9% | +97.1% |
| All | +409.1% | +966.9% | -557.8% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling