-24.6%
KVUE vs PPL
+34.3%
-58.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.8% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -5.7% | -1.3% | -4.4% | -5.2% |
| 3M | +0.2% | -2.6% | +2.7% | +1.3% |
| 6M | 0.0% | -8.4% | +8.4% | +4.0% |
| YTD | +6.5% | +0.2% | +6.3% | +5.4% |
| 1Y | -1.4% | -0.2% | -1.2% | -2.0% |
| 3Y | -5.6% | +52.9% | -58.5% | -18.4% |
| All | -24.6% | +34.3% | -58.9% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling