-24.5%
KVUE vs AMCR
+2.5%
-27.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | -5.1% | -6.3% | +1.1% | -3.2% |
| 30D | -6.3% | -7.8% | +1.5% | -4.0% |
| 3M | -0.5% | +7.5% | -8.0% | -2.6% |
| 6M | +3.1% | +2.7% | +0.4% | +1.8% |
| YTD | +6.7% | +6.0% | +0.7% | +4.0% |
| 1Y | -1.1% | +7.8% | -8.9% | -4.2% |
| 3Y | -8.7% | +5.8% | -14.5% | -11.5% |
| All | -24.5% | +2.5% | -27.0% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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