-24.4%
KVUE vs RL
+217.5%
-241.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -6.1% | -2.2% | -3.9% | -5.9% |
| 30D | -5.6% | -15.3% | +9.8% | -4.2% |
| 3M | -0.3% | -10.3% | +10.0% | +0.5% |
| 6M | +1.4% | -2.2% | +3.6% | +1.4% |
| YTD | +6.7% | -4.3% | +11.0% | +6.8% |
| 1Y | +1.0% | +8.9% | -7.9% | +0.1% |
| 3Y | -5.4% | +201.4% | -206.8% | -15.3% |
| All | -24.4% | +217.5% | -241.9% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 5y: compounded portfolio wealth divided by compounded RL 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…
5y analysis · Full analysis span regression · 6 months rolling