-21.9%
KVUE vs ABCL
+73.1%
-95.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -1.9% | +1.4% | -3.3% | -1.9% |
| 30D | -3.3% | +65.1% | -68.4% | -3.3% |
| 3M | +6.0% | +111.1% | -105.1% | +5.8% |
| 6M | +2.3% | +231.6% | -229.3% | +1.7% |
| YTD | +10.3% | +234.5% | -224.2% | +9.6% |
| 1Y | +4.6% | +174.3% | -169.8% | +3.6% |
| 3Y | -2.2% | +111.5% | -113.7% | -3.6% |
| All | -21.9% | +73.1% | -95.0% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling