-24.5%
KVUE vs NTRS
+191.0%
-215.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.2% |
| 7D | -5.1% | +1.4% | -6.5% | -5.3% |
| 30D | -6.3% | -0.7% | -5.7% | -6.3% |
| 3M | -0.5% | +11.3% | -11.8% | -2.1% |
| 6M | +3.1% | +35.5% | -32.4% | -1.7% |
| YTD | +6.7% | +40.6% | -33.9% | +0.9% |
| 1Y | -1.1% | +49.2% | -50.3% | -7.5% |
| 3Y | -8.7% | +167.2% | -176.0% | -22.8% |
| All | -24.5% | +191.0% | -215.4% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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