-24.6%
KVUE vs CLBK
+74.4%
-99.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.4% |
| 7D | -7.2% | -1.5% | -5.8% | -7.1% |
| 30D | -5.7% | +6.7% | -12.4% | -6.3% |
| 3M | +0.2% | +21.2% | -21.0% | -1.8% |
| 6M | 0.0% | +42.0% | -41.9% | -3.3% |
| YTD | +6.5% | +63.3% | -56.8% | +1.6% |
| 1Y | -1.4% | +65.4% | -66.8% | -6.2% |
| 3Y | -5.6% | +52.5% | -58.1% | -10.9% |
| All | -24.6% | +74.4% | -99.0% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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