-24.4%
KVUE vs GTLB
+67.4%
-91.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.3% |
| 7D | -6.1% | -4.1% | -2.0% | -6.2% |
| 30D | -5.6% | +12.3% | -17.9% | -5.3% |
| 3M | -0.3% | +65.9% | -66.2% | +1.1% |
| 6M | +1.4% | +104.0% | -102.6% | +3.8% |
| YTD | +6.7% | +26.0% | -19.3% | +7.9% |
| 1Y | +1.0% | -3.5% | +4.4% | +1.6% |
| 3Y | -5.4% | -9.6% | +4.3% | -6.0% |
| All | -24.4% | +67.4% | -91.8% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling