-24.6%
KVUE vs ALLE
+45.6%
-70.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.9% |
| 7D | -7.2% | -2.2% | -5.1% | -6.8% |
| 30D | -5.7% | -8.3% | +2.7% | -4.0% |
| 3M | +0.2% | +16.3% | -16.1% | -3.0% |
| 6M | 0.0% | +1.8% | -1.8% | -0.7% |
| YTD | +6.5% | -3.9% | +10.5% | +6.8% |
| 1Y | -1.4% | -10.0% | +8.6% | 0.0% |
| 3Y | -5.6% | +45.8% | -51.4% | -11.8% |
| All | -24.6% | +45.6% | -70.2% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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