-21.9%
KVUE vs CPB
-54.0%
+32.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.3% |
| 7D | -1.9% | -8.2% | +6.3% | +0.1% |
| 30D | -3.3% | -5.6% | +2.3% | -2.1% |
| 3M | +6.0% | +3.0% | +3.0% | +5.0% |
| 6M | +2.3% | -12.7% | +15.0% | +5.0% |
| YTD | +10.3% | -18.0% | +28.3% | +14.5% |
| 1Y | +4.6% | -31.7% | +36.3% | +12.6% |
| 3Y | -2.2% | -41.0% | +38.8% | +10.0% |
| All | -21.9% | -54.0% | +32.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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