-24.5%
KVUE vs TDY
+47.7%
-72.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -5.1% | -1.1% | -4.0% | -5.0% |
| 30D | -6.3% | -12.0% | +5.7% | -4.7% |
| 3M | -0.5% | -3.2% | +2.7% | -0.2% |
| 6M | +3.1% | -7.9% | +11.0% | +4.0% |
| YTD | +6.7% | +18.2% | -11.5% | +3.1% |
| 1Y | -1.1% | +6.7% | -7.8% | -2.8% |
| 3Y | -8.7% | +47.5% | -56.3% | -17.0% |
| All | -24.5% | +47.7% | -72.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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