-24.5%
KVUE vs AWK
+1.8%
-26.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.5% |
| 7D | -5.1% | -2.1% | -3.0% | -4.4% |
| 30D | -6.3% | +2.1% | -8.4% | -7.0% |
| 3M | -0.5% | +11.4% | -11.9% | -4.1% |
| 6M | +3.1% | +3.9% | -0.8% | +1.5% |
| YTD | +6.7% | +7.7% | -1.0% | +3.6% |
| 1Y | -1.1% | +1.3% | -2.4% | -2.0% |
| 3Y | -8.7% | +7.2% | -15.9% | -14.2% |
| All | -24.5% | +1.8% | -26.3% | -29.5% |
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