-24.5%
KVUE vs ROL
-12.5%
-11.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -5.1% | -3.2% | -2.0% | -4.4% |
| 30D | -6.3% | -4.9% | -1.4% | -5.2% |
| 3M | -0.5% | -25.8% | +25.3% | +6.9% |
| 6M | +3.1% | -37.6% | +40.6% | +15.6% |
| YTD | +6.7% | -41.5% | +48.2% | +21.1% |
| 1Y | -1.1% | -39.5% | +38.3% | +10.9% |
| 3Y | -8.7% | +0.1% | -8.9% | -7.4% |
| All | -24.5% | -12.5% | -11.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling