-20.4%
KVUE vs ACGL
+36.9%
-57.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -3.7% | -1.0% | -2.7% | -3.4% |
| 3M | +12.3% | +11.0% | +1.2% | +9.3% |
| 6M | +5.4% | -0.3% | +5.8% | +5.2% |
| YTD | +12.4% | +2.3% | +10.2% | +11.4% |
| 1Y | -4.4% | +6.4% | -10.7% | -6.2% |
| 3Y | -7.5% | +34.0% | -41.5% | -10.6% |
| All | -20.4% | +36.9% | -57.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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