-24.5%
KVUE vs PBR
+216.0%
-240.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -5.1% | +5.4% | -10.5% | -5.6% |
| 30D | -6.3% | +22.9% | -29.2% | -8.1% |
| 3M | -0.5% | +19.6% | -20.1% | -2.2% |
| 6M | +3.1% | +16.5% | -13.4% | +1.1% |
| YTD | +6.7% | +86.7% | -80.0% | -2.6% |
| 1Y | -1.1% | +74.7% | -75.9% | -9.1% |
| 3Y | -8.7% | +102.6% | -111.3% | -18.8% |
| All | -24.5% | +216.0% | -240.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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