-24.4%
KVUE vs BTDR
+67.1%
-91.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.3% |
| 7D | -6.1% | -3.2% | -2.9% | -6.1% |
| 30D | -5.6% | +32.7% | -38.3% | -6.0% |
| 3M | -0.3% | -28.4% | +28.0% | 0.0% |
| 6M | +1.4% | +51.7% | -50.3% | +0.1% |
| YTD | +6.7% | +2.9% | +3.9% | +5.9% |
| 1Y | +1.0% | -15.5% | +16.4% | -0.1% |
| 3Y | -5.4% | 0.0% | -5.4% | -8.9% |
| All | -24.4% | +67.1% | -91.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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