-24.4%
KVUE vs ABCL
+58.2%
-82.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.6% | +0.2% |
| 7D | -6.1% | -9.6% | +3.5% | -6.1% |
| 30D | -5.6% | +7.2% | -12.7% | -5.6% |
| 3M | -0.3% | +105.5% | -105.8% | -0.5% |
| 6M | +1.4% | +193.0% | -191.6% | +0.8% |
| YTD | +6.7% | +205.8% | -199.1% | +6.1% |
| 1Y | +1.0% | +144.4% | -143.4% | +0.1% |
| 3Y | -5.4% | +93.3% | -98.7% | -6.7% |
| All | -24.4% | +58.2% | -82.7% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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