-24.6%
KVUE vs ROL
-13.0%
-11.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.2% |
| 7D | -7.2% | -3.3% | -3.9% | -6.4% |
| 30D | -5.7% | -7.2% | +1.5% | -4.0% |
| 3M | +0.2% | -27.0% | +27.1% | +8.0% |
| 6M | 0.0% | -39.5% | +39.5% | +13.1% |
| YTD | +6.5% | -41.8% | +48.3% | +21.0% |
| 1Y | -1.4% | -38.9% | +37.5% | +10.3% |
| 3Y | -5.6% | -0.4% | -5.2% | -4.1% |
| All | -24.6% | -13.0% | -11.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling