-24.5%
KVUE vs BG
+49.8%
-74.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.2% |
| 7D | -5.1% | +3.1% | -8.2% | -5.5% |
| 30D | -6.3% | +10.2% | -16.6% | -7.5% |
| 3M | -0.5% | -1.7% | +1.2% | -0.3% |
| 6M | +3.1% | +1.0% | +2.1% | +2.6% |
| YTD | +6.7% | +39.9% | -33.2% | +0.2% |
| 1Y | -1.1% | +53.2% | -54.4% | -9.0% |
| 3Y | -8.7% | +16.3% | -25.0% | -13.1% |
| All | -24.5% | +49.8% | -74.3% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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