-24.4%
KVUE vs ROL
-13.0%
-11.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -6.1% | -3.2% | -2.9% | -5.4% |
| 30D | -5.6% | -6.6% | +1.0% | -4.0% |
| 3M | -0.3% | -27.3% | +27.0% | +7.6% |
| 6M | +1.4% | -38.1% | +39.4% | +13.9% |
| YTD | +6.7% | -41.8% | +48.5% | +21.3% |
| 1Y | +1.0% | -37.8% | +38.8% | +12.4% |
| 3Y | -5.4% | -0.3% | -5.1% | -3.9% |
| All | -24.4% | -13.0% | -11.5% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling