-24.5%
KVUE vs AUR
+383.5%
-407.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.1% |
| 7D | -5.1% | +1.4% | -6.5% | -5.1% |
| 30D | -6.3% | -6.4% | +0.1% | -6.3% |
| 3M | -0.5% | +7.7% | -8.2% | -0.6% |
| 6M | +3.1% | +44.5% | -41.4% | +2.6% |
| YTD | +6.7% | +67.4% | -60.8% | +6.0% |
| 1Y | -1.1% | +15.4% | -16.6% | -1.5% |
| 3Y | -8.7% | +94.8% | -103.6% | -9.9% |
| All | -24.5% | +383.5% | -407.9% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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