-24.4%
KVUE vs BROS
+38.6%
-63.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.5% |
| 7D | -6.1% | -6.1% | -0.1% | -5.6% |
| 30D | -5.6% | -12.4% | +6.8% | -4.6% |
| 3M | -0.3% | -27.9% | +27.6% | +2.0% |
| 6M | +1.4% | -16.8% | +18.2% | +2.5% |
| YTD | +6.7% | -29.0% | +35.8% | +9.0% |
| 1Y | +1.0% | -33.2% | +34.2% | +3.3% |
| 3Y | -5.4% | +56.8% | -62.2% | -10.6% |
| All | -24.4% | +38.6% | -63.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded BROS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling