-8.7%
KVUE vs ROP
-19.1%
+10.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -6.1% | -8.0% | +1.9% | -4.3% |
| 30D | -5.6% | -2.7% | -2.8% | -5.0% |
| 3M | -0.3% | +16.6% | -16.9% | -3.7% |
| 6M | +1.4% | +10.4% | -9.0% | -1.0% |
| YTD | +6.7% | -12.1% | +18.8% | +10.4% |
| 1Y | +1.0% | -23.6% | +24.6% | +8.7% |
| All | -8.7% | -19.1% | +10.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling