-2.2%
KVUE vs PR
+87.2%
-89.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.9% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | -3.3% | +17.4% | -20.7% | -4.1% |
| 3M | +6.0% | +21.8% | -15.8% | +4.8% |
| 6M | +2.3% | +27.6% | -25.3% | +0.3% |
| YTD | +10.3% | +71.4% | -61.1% | +5.2% |
| 1Y | +4.6% | +78.3% | -73.7% | -0.8% |
| 3Y | -2.2% | +85.5% | -87.7% | -9.8% |
| All | -2.2% | +87.2% | -89.4% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling