-20.4%
KVUE vs PR
+174.5%
-194.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.2% | +2.9% | -5.2% | -2.4% |
| 30D | -3.7% | +18.0% | -21.7% | -4.5% |
| 3M | +12.3% | +16.9% | -4.6% | +11.2% |
| 6M | +5.4% | +28.2% | -22.8% | +3.3% |
| YTD | +12.4% | +69.3% | -56.9% | +7.4% |
| 1Y | -4.4% | +69.5% | -73.9% | -8.9% |
| 3Y | -7.5% | +81.7% | -89.2% | -14.1% |
| All | -20.4% | +174.5% | -194.9% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling