-21.9%
KVUE vs ARWR
+111.6%
-133.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.8% |
| 7D | -1.9% | +2.9% | -4.8% | -2.0% |
| 30D | -3.3% | -2.9% | -0.4% | -3.3% |
| 3M | +6.0% | +15.2% | -9.3% | +5.7% |
| 6M | +2.3% | +42.3% | -39.9% | +1.6% |
| YTD | +10.3% | +28.2% | -17.8% | +9.7% |
| 1Y | +4.6% | +213.2% | -208.7% | +1.8% |
| 3Y | -2.2% | +184.6% | -186.8% | -7.0% |
| All | -21.9% | +111.6% | -133.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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