-21.9%
KVUE vs CNH
+5.0%
-26.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -1.3% |
| 7D | -1.9% | +8.8% | -10.7% | -2.8% |
| 30D | -3.3% | +24.7% | -28.0% | -5.6% |
| 3M | +6.0% | +27.3% | -21.4% | +2.9% |
| 6M | +2.3% | +23.2% | -20.8% | -0.5% |
| YTD | +10.3% | +48.9% | -38.6% | +5.0% |
| 1Y | +4.6% | +19.4% | -14.8% | +1.9% |
| 3Y | -2.2% | +7.8% | -10.0% | -5.4% |
| All | -21.9% | +5.0% | -26.9% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling