-24.5%
KVUE vs TAP
-32.5%
+8.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.4% |
| 7D | -5.1% | -3.9% | -1.2% | -4.0% |
| 30D | -6.3% | -5.3% | -1.1% | -4.8% |
| 3M | -0.5% | -3.8% | +3.3% | +0.4% |
| 6M | +3.1% | -11.4% | +14.5% | +6.2% |
| YTD | +6.7% | -13.7% | +20.4% | +10.6% |
| 1Y | -1.1% | -17.2% | +16.1% | +3.6% |
| 3Y | -8.7% | -33.1% | +24.3% | -2.6% |
| All | -24.5% | -32.5% | +8.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling