-24.4%
KVUE vs EWJ
+80.9%
-105.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -6.1% | -1.5% | -4.6% | -6.0% |
| 30D | -5.6% | +0.2% | -5.7% | -5.6% |
| 3M | -0.3% | +8.6% | -8.9% | -1.5% |
| 6M | +1.4% | +12.1% | -10.8% | -0.6% |
| YTD | +6.7% | +20.1% | -13.3% | +3.8% |
| 1Y | +1.0% | +25.2% | -24.2% | -2.5% |
| 3Y | -5.4% | +70.8% | -76.2% | -16.0% |
| All | -24.4% | +80.9% | -105.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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