-24.6%
KVUE vs RMBS
+86.4%
-111.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.5% |
| 7D | -7.2% | +3.5% | -10.7% | -7.2% |
| 30D | -5.7% | -8.6% | +2.9% | -5.8% |
| 3M | +0.2% | -40.3% | +40.5% | -0.3% |
| 6M | 0.0% | -1.0% | +1.0% | -0.5% |
| YTD | +6.5% | -4.6% | +11.1% | +5.9% |
| 1Y | -1.4% | +17.6% | -19.0% | -1.8% |
| 3Y | -5.6% | +58.6% | -64.2% | -7.4% |
| All | -24.6% | +86.4% | -111.1% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling