-21.9%
KVUE vs ROP
-11.6%
-10.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.3% |
| 7D | -1.9% | -5.4% | +3.5% | -0.8% |
| 30D | -3.3% | -1.6% | -1.7% | -3.0% |
| 3M | +6.0% | +18.8% | -12.9% | +2.1% |
| 6M | +2.3% | +8.2% | -5.9% | +0.5% |
| YTD | +10.3% | -10.5% | +20.8% | +13.3% |
| 1Y | +4.6% | -23.7% | +28.3% | +12.0% |
| 3Y | -2.2% | -17.9% | +15.7% | +2.1% |
| All | -21.9% | -11.6% | -10.3% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling