-24.5%
KVUE vs NOC
+24.1%
-48.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | +0.8% | -5.9% | -5.2% |
| 30D | -6.3% | -9.7% | +3.4% | -5.5% |
| 3M | -0.5% | -5.6% | +5.1% | -0.1% |
| 6M | +3.1% | -28.6% | +31.7% | +5.5% |
| YTD | +6.7% | -7.9% | +14.6% | +7.0% |
| 1Y | -1.1% | -9.5% | +8.4% | -0.7% |
| 3Y | -8.7% | +28.4% | -37.1% | -12.7% |
| All | -24.5% | +24.1% | -48.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 5y: compounded portfolio wealth divided by compounded NOC 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…
5y analysis · Full analysis span regression · 6 months rolling