-24.6%
KVUE vs CTAS
+79.8%
-104.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -7.2% | +1.0% | -8.2% | -7.5% |
| 30D | -5.7% | -1.1% | -4.6% | -5.4% |
| 3M | +0.2% | +11.5% | -11.3% | -2.8% |
| 6M | 0.0% | +0.2% | -0.1% | -0.4% |
| YTD | +6.5% | +7.2% | -0.7% | +4.1% |
| 1Y | -1.4% | 0.0% | -1.4% | -2.1% |
| 3Y | -5.6% | +65.9% | -71.5% | -17.2% |
| All | -24.6% | +79.8% | -104.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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