-24.5%
KVUE vs TKO
+86.8%
-111.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -5.1% | +2.3% | -7.4% | -5.3% |
| 30D | -6.3% | -2.5% | -3.8% | -6.2% |
| 3M | -0.5% | -10.6% | +10.1% | +0.2% |
| 6M | +3.1% | -5.1% | +8.1% | +3.3% |
| YTD | +6.7% | -8.2% | +14.9% | +7.1% |
| 1Y | -1.1% | -4.4% | +3.3% | -1.1% |
| 3Y | -8.7% | +100.4% | -109.1% | -14.2% |
| All | -24.5% | +86.8% | -111.3% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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