-24.4%
KVUE vs ROK
+61.2%
-85.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -6.1% | -1.6% | -4.5% | -6.0% |
| 30D | -5.6% | -5.4% | -0.1% | -5.2% |
| 3M | -0.3% | -4.0% | +3.6% | -0.3% |
| 6M | +1.4% | +13.3% | -12.0% | -0.2% |
| YTD | +6.7% | +9.3% | -2.6% | +5.2% |
| 1Y | +1.0% | +25.8% | -24.9% | -1.6% |
| 3Y | -5.4% | +49.1% | -54.5% | -10.1% |
| All | -24.4% | +61.2% | -85.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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