-24.6%
KVUE vs IT
-44.5%
+19.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.3% |
| 7D | -7.2% | -9.1% | +1.9% | -6.4% |
| 30D | -5.7% | -12.2% | +6.5% | -4.6% |
| 3M | +0.2% | +7.8% | -7.7% | -1.1% |
| 6M | 0.0% | +2.0% | -2.0% | -0.9% |
| YTD | +6.5% | -32.7% | +39.2% | +9.2% |
| 1Y | -1.4% | -31.1% | +29.7% | +0.4% |
| 3Y | -5.6% | -52.1% | +46.5% | -0.3% |
| All | -24.6% | -44.5% | +19.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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