0.0%
KVUE vs AA
-11.8%
+11.9%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.6% |
| 7D | -7.2% | -0.6% | -6.6% | -7.2% |
| 30D | -5.7% | -1.6% | -4.1% | -5.7% |
| 3M | +0.2% | -29.8% | +30.0% | -2.4% |
| 6M | 0.0% | -16.6% | +16.6% | -2.5% |
| All | 0.0% | -11.8% | +11.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 6mo: compounded portfolio wealth divided by compounded AA 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…
6mo analysis · Full analysis span regression · 6 months rolling