-24.6%
KVUE vs BWA
+74.3%
-98.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.4% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -5.7% | -5.6% | -0.1% | -5.3% |
| 3M | +0.2% | -10.7% | +10.9% | +1.1% |
| 6M | 0.0% | +23.2% | -23.1% | -3.2% |
| YTD | +6.5% | +46.0% | -39.5% | +0.7% |
| 1Y | -1.4% | +51.2% | -52.6% | -7.2% |
| 3Y | -5.6% | +69.6% | -75.2% | -15.3% |
| All | -24.6% | +74.3% | -98.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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