-24.5%
KVUE vs RUN
-54.3%
+29.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -5.1% | -3.7% | -1.4% | -5.0% |
| 30D | -6.3% | -13.0% | +6.7% | -6.0% |
| 3M | -0.5% | -31.8% | +31.3% | +0.2% |
| 6M | +3.1% | -32.2% | +35.3% | +3.7% |
| YTD | +6.7% | -53.5% | +60.2% | +7.8% |
| 1Y | -1.1% | -46.5% | +45.4% | -0.7% |
| 3Y | -8.7% | -37.6% | +28.9% | -12.1% |
| All | -24.5% | -54.3% | +29.8% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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