-24.6%
KVUE vs ALK
-6.5%
-18.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.4% |
| 7D | -7.2% | -3.0% | -4.3% | -6.9% |
| 30D | -5.7% | -14.6% | +8.9% | -4.1% |
| 3M | +0.2% | -10.6% | +10.7% | +1.1% |
| 6M | 0.0% | -6.7% | +6.7% | 0.0% |
| YTD | +6.5% | -19.8% | +26.3% | +7.6% |
| 1Y | -1.4% | -35.2% | +33.8% | +1.5% |
| 3Y | -5.6% | +1.4% | -7.0% | -12.0% |
| All | -24.6% | -6.5% | -18.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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