-24.6%
KVUE vs AME
+67.0%
-91.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -7.2% | +1.3% | -8.5% | -7.4% |
| 30D | -5.7% | -6.6% | +0.9% | -4.9% |
| 3M | +0.2% | +3.0% | -2.8% | -0.4% |
| 6M | 0.0% | +5.3% | -5.3% | -1.0% |
| YTD | +6.5% | +15.4% | -8.9% | +4.2% |
| 1Y | -1.4% | +26.8% | -28.2% | -5.0% |
| 3Y | -5.6% | +56.5% | -62.1% | -15.3% |
| All | -24.6% | +67.0% | -91.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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