-21.9%
KVUE vs ACM
-16.4%
-5.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | -3.3% | -12.9% | +9.6% | -2.4% |
| 3M | +6.0% | -6.4% | +12.3% | +6.3% |
| 6M | +2.3% | -29.2% | +31.6% | +4.9% |
| YTD | +10.3% | -29.9% | +40.3% | +13.0% |
| 1Y | +4.6% | -47.3% | +51.9% | +10.0% |
| 3Y | -2.2% | -19.6% | +17.4% | -7.5% |
| All | -21.9% | -16.4% | -5.5% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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