-27.0%
KVUE vs RF
+100.5%
-127.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +0.9% | -2.0% | +2.9% | +1.3% |
| 30D | +1.4% | +0.6% | +0.9% | +1.3% |
| 3M | -1.9% | -9.8% | +7.9% | -0.4% |
| 6M | +6.7% | +13.4% | -6.7% | +4.3% |
| YTD | +3.1% | +2.9% | +0.2% | +2.4% |
| 1Y | -23.7% | +35.2% | -59.0% | -26.8% |
| 3Y | -25.9% | +93.1% | -119.0% | -33.0% |
| All | -27.0% | +100.5% | -127.5% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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