-21.9%
KVUE vs AR
+90.2%
-112.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.8% |
| 7D | -1.9% | -1.8% | -0.1% | -1.8% |
| 30D | -3.3% | +12.6% | -15.9% | -3.8% |
| 3M | +6.0% | +10.0% | -4.1% | +5.5% |
| 6M | +2.3% | +0.6% | +1.7% | +2.2% |
| YTD | +10.3% | +13.4% | -3.1% | +9.2% |
| 1Y | +4.6% | +21.7% | -17.1% | +2.9% |
| 3Y | -2.2% | +45.8% | -48.0% | -4.9% |
| All | -21.9% | +90.2% | -112.1% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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