-18.2%
KVUE vs MULL
+2,337.2%
-2,355.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -5.1% | -8.4% | +3.3% | -5.3% |
| 30D | -6.3% | +9.7% | -16.0% | -6.1% |
| 3M | -0.5% | -26.8% | +26.2% | -0.4% |
| 6M | +3.1% | +220.7% | -217.6% | +4.2% |
| YTD | +6.7% | +509.0% | -502.4% | +9.0% |
| 1Y | -1.1% | +1,739.5% | -1,740.7% | +3.4% |
| All | -18.2% | +2,337.2% | -2,355.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling