-24.5%
KVUE vs MKTX
-42.5%
+18.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -6.3% | +0.7% | -7.1% | -6.4% |
| 3M | -0.5% | +40.8% | -41.3% | -3.7% |
| 6M | +3.1% | -8.0% | +11.1% | +4.9% |
| YTD | +6.7% | -8.7% | +15.4% | +8.5% |
| 1Y | -1.1% | -11.8% | +10.7% | +0.9% |
| 3Y | -8.7% | -24.0% | +15.3% | -5.6% |
| All | -24.5% | -42.5% | +18.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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