-24.6%
KVUE vs EL
-49.2%
+24.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.1% |
| 7D | -7.2% | -2.4% | -4.9% | -6.9% |
| 30D | -5.7% | +13.7% | -19.4% | -7.3% |
| 3M | +0.2% | +14.5% | -14.3% | -1.7% |
| 6M | 0.0% | +7.4% | -7.4% | -1.5% |
| YTD | +6.5% | -4.7% | +11.2% | +5.8% |
| 1Y | -1.4% | +12.9% | -14.3% | -4.5% |
| 3Y | -5.6% | -32.2% | +26.6% | -3.2% |
| All | -24.6% | -49.2% | +24.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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