-27.0%
KVUE vs PPL
+38.5%
-65.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.4% |
| 7D | +0.9% | -4.5% | +5.4% | +3.1% |
| 30D | +1.4% | -8.3% | +9.7% | +5.6% |
| 3M | -1.9% | +0.7% | -2.6% | -2.7% |
| 6M | +6.7% | -0.3% | +7.0% | +6.2% |
| YTD | +3.1% | +3.3% | -0.2% | +0.8% |
| 1Y | -23.7% | +4.0% | -27.8% | -25.5% |
| 3Y | -25.9% | +39.1% | -65.0% | -36.7% |
| All | -27.0% | +38.5% | -65.5% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling