-8.7%
KVUE vs RMBS
+55.3%
-64.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | 0.0% |
| 7D | -5.1% | +1.8% | -6.9% | -5.1% |
| 30D | -6.3% | -13.9% | +7.6% | -6.6% |
| 3M | -0.5% | -39.8% | +39.3% | -1.2% |
| 6M | +3.1% | -6.0% | +9.1% | +2.5% |
| YTD | +6.7% | -5.4% | +12.0% | +6.2% |
| 1Y | -1.1% | -1.8% | +0.7% | -1.4% |
| 3Y | -8.7% | +53.7% | -62.4% | -10.2% |
| All | -8.7% | +55.3% | -64.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 3y: compounded portfolio wealth divided by compounded RMBS 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…
3y analysis · Full analysis span regression · 6 months rolling