-18.2%
KVUE vs MULL
+2,366.2%
-2,384.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.3% | +9.6% | +0.1% |
| 7D | -6.1% | +3.6% | -9.7% | -6.0% |
| 30D | -5.6% | +22.0% | -27.6% | -5.2% |
| 3M | -0.3% | -8.6% | +8.3% | +0.1% |
| 6M | +1.4% | +248.5% | -247.2% | +2.6% |
| YTD | +6.7% | +516.3% | -509.5% | +9.1% |
| 1Y | +1.0% | +2,036.6% | -2,035.7% | +5.7% |
| All | -18.2% | +2,366.2% | -2,384.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling