-24.5%
KVUE vs JAAA
+22.9%
-47.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.2% |
| 7D | -5.1% | +0.1% | -5.2% | -5.3% |
| 30D | -6.3% | +0.5% | -6.9% | -7.3% |
| 3M | -0.5% | +1.3% | -1.8% | -2.8% |
| 6M | +3.1% | +2.8% | +0.3% | -2.0% |
| YTD | +6.7% | +3.3% | +3.4% | +0.5% |
| 1Y | -1.1% | +4.9% | -6.1% | -9.7% |
| 3Y | -8.7% | +19.0% | -27.7% | -18.9% |
| All | -24.5% | +22.9% | -47.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling