-24.5%
KVUE vs ALC
-8.3%
-16.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -5.1% | -6.3% | +1.2% | -4.2% |
| 30D | -6.3% | -10.3% | +3.9% | -4.7% |
| 3M | -0.5% | -0.7% | +0.2% | -0.4% |
| 6M | +3.1% | -17.8% | +20.9% | +5.7% |
| YTD | +6.7% | -15.8% | +22.5% | +8.9% |
| 1Y | -1.1% | -16.7% | +15.6% | +1.1% |
| 3Y | -8.7% | -19.7% | +11.0% | -7.8% |
| All | -24.5% | -8.3% | -16.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling