-24.4%
KVUE vs CAH
+214.5%
-238.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -6.1% | -5.1% | -1.1% | -5.4% |
| 30D | -5.6% | -1.8% | -3.8% | -5.3% |
| 3M | -0.3% | +9.4% | -9.7% | -1.7% |
| 6M | +1.4% | +9.2% | -7.9% | 0.0% |
| YTD | +6.7% | +15.7% | -8.9% | +4.2% |
| 1Y | +1.0% | +59.7% | -58.8% | -7.1% |
| 3Y | -5.4% | +178.5% | -183.9% | -20.9% |
| All | -24.4% | +214.5% | -238.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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