-24.5%
KVUE vs KNX
+23.9%
-48.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.1% |
| 7D | -5.1% | -5.6% | +0.5% | -4.7% |
| 30D | -6.3% | -4.4% | -1.9% | -6.0% |
| 3M | -0.5% | -17.3% | +16.8% | +0.8% |
| 6M | +3.1% | +22.6% | -19.5% | +1.2% |
| YTD | +6.7% | +31.1% | -24.5% | +4.1% |
| 1Y | -1.1% | +60.2% | -61.3% | -5.5% |
| 3Y | -8.7% | +35.8% | -44.5% | -11.7% |
| All | -24.5% | +23.9% | -48.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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