-20.4%
KVUE vs ALLE
+50.7%
-71.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -3.7% | -6.8% | +3.1% | -2.3% |
| 3M | +12.3% | +21.0% | -8.8% | +7.7% |
| 6M | +5.4% | +1.1% | +4.3% | +4.7% |
| YTD | +12.4% | -0.5% | +13.0% | +11.9% |
| 1Y | -4.4% | -7.3% | +2.9% | -3.7% |
| 3Y | -7.5% | +42.3% | -49.8% | -13.7% |
| All | -20.4% | +50.7% | -71.1% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling