-24.4%
KVUE vs EFX
-12.7%
-11.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -6.1% | -11.1% | +5.0% | -4.5% |
| 30D | -5.6% | -7.4% | +1.8% | -4.5% |
| 3M | -0.3% | +1.5% | -1.8% | -0.7% |
| 6M | +1.4% | -13.7% | +15.1% | +3.0% |
| YTD | +6.7% | -21.9% | +28.6% | +9.5% |
| 1Y | +1.0% | -30.8% | +31.7% | +5.3% |
| 3Y | -5.4% | -12.4% | +7.0% | -4.7% |
| All | -24.4% | -12.7% | -11.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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