-27.0%
KVUE vs PR
+129.8%
-156.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | +0.9% | -10.8% | +11.7% | +1.7% |
| 30D | +1.4% | -4.1% | +5.5% | +1.6% |
| 3M | -1.9% | +17.5% | -19.3% | -3.6% |
| 6M | +6.7% | +51.6% | -44.9% | +2.5% |
| YTD | +3.1% | +41.7% | -38.6% | -0.4% |
| 1Y | -23.7% | +57.9% | -81.6% | -27.2% |
| 3Y | -25.9% | +119.4% | -145.3% | -31.8% |
| All | -27.0% | +129.8% | -156.8% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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