-21.9%
KVUE vs PR
+177.9%
-199.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 6M | +2.3% | +27.6% | -25.3% | +0.3% |
| YTD | +10.3% | +71.4% | -61.1% | +5.3% |
| 1Y | +4.6% | +78.3% | -73.7% | -0.7% |
| 3Y | -2.2% | +85.5% | -87.7% | -9.2% |
| All | -21.9% | +177.9% | -199.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling