-24.4%
KVUE vs BAH
-12.5%
-11.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | 0.0% |
| 7D | -6.1% | +2.4% | -8.6% | -6.2% |
| 30D | -5.6% | -2.9% | -2.6% | -5.5% |
| 3M | -0.3% | -1.3% | +1.0% | -0.5% |
| 6M | +1.4% | -0.9% | +2.3% | +1.1% |
| YTD | +6.7% | -8.2% | +15.0% | +6.5% |
| 1Y | +1.0% | -24.0% | +24.9% | +1.5% |
| 3Y | -5.4% | -28.1% | +22.7% | -6.8% |
| All | -24.4% | -12.5% | -11.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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