-8.7%
KVUE vs GTLB
-10.9%
+2.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -5.1% | -5.7% | +0.6% | -5.2% |
| 30D | -6.3% | +15.1% | -21.5% | -6.0% |
| 3M | -0.5% | +65.5% | -66.0% | +1.0% |
| 6M | +3.1% | +102.9% | -99.8% | +5.6% |
| YTD | +6.7% | +25.2% | -18.5% | +7.8% |
| 1Y | -1.1% | -5.5% | +4.4% | -0.4% |
| 3Y | -8.7% | -10.9% | +2.1% | -11.8% |
| All | -8.7% | -10.9% | +2.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling