-21.9%
KVUE vs ECL
+66.0%
-87.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -1.9% | -0.8% | -1.2% | -1.6% |
| 30D | -3.3% | -2.5% | -0.8% | -2.3% |
| 3M | +6.0% | +8.3% | -2.4% | +2.6% |
| 6M | +2.3% | -1.1% | +3.4% | +2.5% |
| YTD | +10.3% | +6.5% | +3.8% | +7.2% |
| 1Y | +4.6% | +2.1% | +2.5% | +3.1% |
| 3Y | -2.2% | +57.6% | -59.8% | -15.1% |
| All | -21.9% | +66.0% | -87.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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