-24.5%
KVUE vs CHD
+0.7%
-25.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.1% | -4.5% | -0.7% | -3.1% |
| 30D | -6.3% | -6.7% | +0.4% | -3.3% |
| 3M | -0.5% | -2.7% | +2.2% | +0.7% |
| 6M | +3.1% | -4.9% | +8.0% | +5.2% |
| YTD | +6.7% | +13.3% | -6.7% | +1.5% |
| 1Y | -1.1% | +1.0% | -2.1% | -1.5% |
| 3Y | -8.7% | +1.3% | -10.1% | -7.9% |
| All | -24.5% | +0.7% | -25.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling