-24.6%
KVUE vs IBN
+33.1%
-57.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.2% |
| 7D | -7.2% | -5.1% | -2.1% | -6.3% |
| 30D | -5.7% | -3.5% | -2.2% | -5.1% |
| 3M | +0.2% | +11.3% | -11.2% | -1.9% |
| 6M | 0.0% | +4.4% | -4.4% | -1.0% |
| YTD | +6.5% | -1.8% | +8.3% | +6.3% |
| 1Y | -1.4% | -8.0% | +6.6% | -0.4% |
| 3Y | -5.6% | +27.1% | -32.7% | -8.5% |
| All | -24.6% | +33.1% | -57.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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