-21.9%
KVUE vs ALLY
+92.4%
-114.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.5% |
| 7D | -1.9% | +1.0% | -2.9% | -2.0% |
| 30D | -3.3% | -3.3% | 0.0% | -2.9% |
| 3M | +6.0% | +0.5% | +5.5% | +5.8% |
| 6M | +2.3% | +12.6% | -10.3% | +0.8% |
| YTD | +10.3% | -4.7% | +15.0% | +10.7% |
| 1Y | +4.6% | +5.2% | -0.6% | +3.4% |
| 3Y | -2.2% | +66.5% | -68.7% | -8.2% |
| All | -21.9% | +92.4% | -114.3% | -26.9% |
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