-8.7%
KVUE vs ALM
+1,801.8%
-1,810.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.5% | -0.1% |
| 7D | -5.1% | -11.8% | +6.7% | -5.1% |
| 30D | -6.3% | +7.8% | -14.1% | -6.3% |
| 3M | -0.5% | -9.3% | +8.7% | -0.4% |
| 6M | +3.1% | -30.5% | +33.6% | +3.1% |
| YTD | +6.7% | +75.8% | -69.1% | +6.7% |
| 1Y | -1.1% | +241.2% | -242.3% | -0.9% |
| 3Y | -8.7% | +1,872.6% | -1,881.4% | -10.4% |
| All | -8.7% | +1,801.8% | -1,810.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling