-21.9%
KVUE vs REPL
-16.0%
-5.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.9% |
| 7D | -1.9% | -5.7% | +3.8% | -2.0% |
| 30D | -3.3% | +22.5% | -25.8% | -3.0% |
| 3M | +6.0% | +64.7% | -58.7% | +7.2% |
| 6M | +2.3% | +83.0% | -80.7% | +4.5% |
| YTD | +10.3% | +52.0% | -41.6% | +12.5% |
| 1Y | +4.6% | +144.5% | -140.0% | +7.9% |
| 3Y | -2.2% | -25.1% | +22.9% | +0.9% |
| All | -21.9% | -16.0% | -5.9% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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