-24.5%
KVUE vs QSR
+20.7%
-45.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -5.1% | -4.0% | -1.1% | -4.1% |
| 30D | -6.3% | +2.8% | -9.1% | -7.0% |
| 3M | -0.5% | +5.1% | -5.6% | -1.8% |
| 6M | +3.1% | +8.8% | -5.7% | +0.7% |
| YTD | +6.7% | +14.8% | -8.1% | +2.8% |
| 1Y | -1.1% | +25.7% | -26.9% | -6.7% |
| 3Y | -8.7% | +27.5% | -36.3% | -14.0% |
| All | -24.5% | +20.7% | -45.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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