-24.6%
KVUE vs GAP
+175.8%
-200.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -3.2% |
| 7D | -7.2% | -3.2% | -4.0% | -7.0% |
| 30D | -5.7% | -0.7% | -5.0% | -5.7% |
| 3M | +0.2% | -0.5% | +0.6% | +0.1% |
| 6M | 0.0% | -5.0% | +5.0% | +0.1% |
| YTD | +6.5% | -14.7% | +21.2% | +7.0% |
| 1Y | -1.4% | -8.6% | +7.2% | -1.4% |
| 3Y | -5.6% | +108.4% | -114.0% | -6.5% |
| All | -24.6% | +175.8% | -200.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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