-24.5%
KVUE vs BAX
-44.7%
+20.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -5.1% | -7.9% | +2.7% | -3.8% |
| 30D | -6.3% | -11.7% | +5.3% | -4.4% |
| 3M | -0.5% | +16.2% | -16.7% | -3.3% |
| 6M | +3.1% | +32.0% | -28.9% | -2.1% |
| YTD | +6.7% | +24.7% | -18.0% | +1.5% |
| 1Y | -1.1% | -2.6% | +1.5% | -2.1% |
| 3Y | -8.7% | -35.0% | +26.2% | -3.8% |
| All | -24.5% | -44.7% | +20.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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