-24.5%
KVUE vs ITW
+24.5%
-49.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -6.3% | -8.3% | +2.0% | -3.7% |
| 3M | -0.5% | +6.0% | -6.5% | -2.3% |
| 6M | +3.1% | 0.0% | +3.1% | +2.9% |
| YTD | +6.7% | +10.2% | -3.5% | +3.3% |
| 1Y | -1.1% | +3.2% | -4.4% | -2.4% |
| 3Y | -8.7% | +21.0% | -29.7% | -15.2% |
| All | -24.5% | +24.5% | -49.0% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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