-21.9%
KVUE vs A
+11.2%
-33.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.6% |
| 7D | -1.9% | -2.1% | +0.1% | -1.7% |
| 30D | -3.3% | +0.6% | -3.9% | -3.4% |
| 3M | +6.0% | +10.9% | -4.9% | +4.8% |
| 6M | +2.3% | +28.2% | -25.8% | -0.5% |
| YTD | +10.3% | +8.6% | +1.8% | +8.9% |
| 1Y | +4.6% | +15.5% | -10.9% | +2.2% |
| 3Y | -2.2% | +31.8% | -34.0% | -7.2% |
| All | -21.9% | +11.2% | -33.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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