-18.3%
KVUE vs ADVB
-89.4%
+71.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.3% | +1.9% | -3.5% |
| 7D | -7.2% | -13.0% | +5.8% | -7.2% |
| 30D | -5.7% | +7.5% | -13.1% | -5.7% |
| 3M | +0.2% | +129.1% | -129.0% | +0.6% |
| 6M | 0.0% | +71.7% | -71.7% | +0.7% |
| YTD | +6.5% | +45.5% | -39.0% | +7.5% |
| 1Y | -1.4% | -2.7% | +1.3% | -0.5% |
| All | -18.3% | -89.4% | +71.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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