-24.4%
KVUE vs AWK
+3.4%
-27.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | -5.6% | +2.8% | -8.4% | -6.5% |
| 3M | -0.3% | +11.3% | -11.7% | -3.9% |
| 6M | +1.4% | +6.7% | -5.4% | -1.1% |
| YTD | +6.7% | +9.4% | -2.6% | +3.1% |
| 1Y | +1.0% | +3.7% | -2.8% | -0.7% |
| 3Y | -5.4% | +9.2% | -14.6% | -11.5% |
| All | -24.4% | +3.4% | -27.8% | -29.8% |
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