-24.4%
KVUE vs ALM
+1,632.8%
-1,657.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.2% |
| 7D | -6.1% | -7.1% | +1.0% | -6.1% |
| 30D | -5.6% | +24.7% | -30.3% | -5.6% |
| 3M | -0.3% | +8.3% | -8.6% | -0.3% |
| 6M | +1.4% | -22.2% | +23.5% | +1.3% |
| YTD | +6.7% | +88.1% | -81.3% | +6.7% |
| 1Y | +1.0% | +272.4% | -271.4% | +1.1% |
| 3Y | -5.4% | +2,004.1% | -2,009.5% | -6.9% |
| All | -24.4% | +1,632.8% | -1,657.3% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling