-4.3%
KVUE vs BTSG
+382.3%
-386.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.9% | +0.5% |
| 7D | -6.1% | -5.8% | -0.3% | -5.9% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | -0.3% | -4.5% | +4.1% | -0.4% |
| 6M | +1.4% | +40.0% | -38.6% | -0.8% |
| YTD | +6.7% | +54.6% | -47.8% | +3.8% |
| 1Y | +1.0% | +106.1% | -105.2% | -2.9% |
| All | -4.3% | +382.3% | -386.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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