-24.6%
KVUE vs BROS
+43.5%
-68.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.3% |
| 7D | -7.2% | -6.6% | -0.6% | -6.7% |
| 30D | -5.7% | -12.3% | +6.7% | -4.7% |
| 3M | +0.2% | -22.2% | +22.4% | +1.9% |
| 6M | 0.0% | -14.3% | +14.3% | +0.9% |
| YTD | +6.5% | -26.6% | +33.1% | +8.4% |
| 1Y | -1.4% | -31.5% | +30.1% | +0.7% |
| 3Y | -5.6% | +62.3% | -67.9% | -11.1% |
| All | -24.6% | +43.5% | -68.1% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling