-24.5%
KVUE vs GWRE
+86.5%
-111.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -5.1% | -13.2% | +8.1% | -5.3% |
| 30D | -6.3% | -18.6% | +12.3% | -6.5% |
| 3M | -0.5% | +18.9% | -19.4% | +0.4% |
| 6M | +3.1% | -11.0% | +14.0% | +3.1% |
| YTD | +6.7% | -29.9% | +36.6% | +5.7% |
| 1Y | -1.1% | -44.3% | +43.2% | -2.8% |
| 3Y | -8.7% | +51.7% | -60.4% | -14.3% |
| All | -24.5% | +86.5% | -111.0% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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