-24.4%
KVUE vs JBL
+296.7%
-321.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.2% |
| 7D | -6.1% | -1.0% | -5.1% | -6.1% |
| 30D | -5.6% | -15.1% | +9.5% | -5.8% |
| 3M | -0.3% | -14.0% | +13.7% | -0.5% |
| 6M | +1.4% | +20.6% | -19.3% | +1.1% |
| YTD | +6.7% | +32.9% | -26.1% | +6.5% |
| 1Y | +1.0% | +40.5% | -39.6% | +0.8% |
| 3Y | -5.4% | +183.7% | -189.1% | -8.9% |
| All | -24.4% | +296.7% | -321.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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