-24.5%
KVUE vs ROP
-13.2%
-11.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -5.1% | -4.6% | -0.5% | -4.1% |
| 30D | -6.3% | -1.7% | -4.6% | -6.0% |
| 3M | -0.5% | +17.1% | -17.6% | -3.8% |
| 6M | +3.1% | +10.9% | -7.8% | +0.7% |
| YTD | +6.7% | -12.1% | +18.8% | +10.0% |
| 1Y | -1.1% | -24.2% | +23.1% | +6.0% |
| 3Y | -8.7% | -20.4% | +11.6% | -4.4% |
| All | -24.5% | -13.2% | -11.3% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling