-24.4%
KVUE vs APD
+8.6%
-33.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -6.1% | -3.5% | -2.6% | -5.5% |
| 30D | -5.6% | -5.1% | -0.5% | -4.7% |
| 3M | -0.3% | +6.9% | -7.2% | -1.5% |
| 6M | +1.4% | +8.1% | -6.7% | -0.2% |
| YTD | +6.7% | +21.2% | -14.5% | +2.7% |
| 1Y | +1.0% | +4.9% | -3.9% | -0.2% |
| 3Y | -5.4% | +6.3% | -11.7% | -7.5% |
| All | -24.4% | +8.6% | -33.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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