-24.6%
KVUE vs GSK
+50.9%
-75.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -7.2% | -3.6% | -3.6% | -6.6% |
| 30D | -5.7% | -5.9% | +0.2% | -4.6% |
| 3M | +0.2% | -4.3% | +4.4% | +0.9% |
| 6M | 0.0% | -10.8% | +10.8% | +2.0% |
| YTD | +6.5% | +1.8% | +4.7% | +6.0% |
| 1Y | -1.4% | +23.5% | -24.9% | -5.8% |
| 3Y | -5.6% | +49.5% | -55.1% | -14.3% |
| All | -24.6% | +50.9% | -75.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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