-24.4%
KVUE vs ALC
-7.6%
-16.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.7% |
| 7D | -6.1% | -7.7% | +1.6% | -5.0% |
| 30D | -5.6% | -11.7% | +6.1% | -3.8% |
| 3M | -0.3% | +0.7% | -1.0% | -0.4% |
| 6M | +1.4% | -17.1% | +18.4% | +3.8% |
| YTD | +6.7% | -15.1% | +21.9% | +8.8% |
| 1Y | +1.0% | -14.1% | +15.1% | +2.6% |
| 3Y | -5.4% | -18.2% | +12.8% | -4.7% |
| All | -24.4% | -7.6% | -16.9% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling