-8.9%
KVUE vs CNH
+9.4%
-18.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -3.7% |
| 7D | -7.2% | +1.8% | -9.0% | -7.4% |
| 30D | -5.7% | +32.6% | -38.3% | -8.6% |
| 3M | +0.2% | +29.4% | -29.3% | -2.9% |
| 6M | 0.0% | +26.0% | -26.0% | -3.0% |
| YTD | +6.5% | +52.2% | -45.7% | +0.9% |
| 1Y | -1.4% | +23.9% | -25.3% | -4.4% |
| All | -8.9% | +9.4% | -18.3% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 3y: compounded portfolio wealth divided by compounded CNH 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…
3y analysis · Full analysis span regression · 6 months rolling