-24.6%
KVUE vs RBA
+50.0%
-74.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | -7.2% | -1.9% | -5.3% | -6.8% |
| 30D | -5.7% | -13.0% | +7.3% | -3.0% |
| 3M | +0.2% | -23.1% | +23.3% | +5.1% |
| 6M | 0.0% | -22.6% | +22.6% | +4.7% |
| YTD | +6.5% | -20.4% | +26.9% | +9.9% |
| 1Y | -1.4% | -29.6% | +28.2% | +5.3% |
| 3Y | -5.6% | +26.6% | -32.2% | -11.4% |
| All | -24.6% | +50.0% | -74.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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