-32.3%
KVUE vs ALLY
+76.0%
-108.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +4.7% | -0.4% | +5.1% | +4.7% |
| 30D | +0.4% | +7.6% | -7.2% | -0.3% |
| 3M | -20.5% | +6.9% | -27.3% | -20.9% |
| 6M | -30.3% | +15.8% | -46.2% | -31.2% |
| YTD | -19.5% | +13.2% | -32.7% | -20.8% |
| 1Y | -27.1% | +8.6% | -35.6% | -28.0% |
| All | -32.3% | +76.0% | -108.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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