-24.5%
KVUE vs PNR
+2.2%
-26.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.1% | -6.0% | +0.9% | -4.1% |
| 30D | -6.3% | -14.0% | +7.7% | -3.8% |
| 3M | -0.5% | -21.7% | +21.2% | +3.5% |
| 6M | +3.1% | -37.3% | +40.4% | +11.2% |
| YTD | +6.7% | -45.1% | +51.8% | +17.4% |
| 1Y | -1.1% | -49.1% | +48.0% | +10.2% |
| 3Y | -8.7% | -14.8% | +6.1% | -7.9% |
| All | -24.5% | +2.2% | -26.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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