-20.5%
KVUE vs TLN
+574.4%
-594.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -5.1% | -1.3% | -3.8% | -5.1% |
| 30D | -6.3% | -14.3% | +8.0% | -6.5% |
| 3M | -0.5% | -9.3% | +8.8% | -0.7% |
| 6M | +3.1% | -1.1% | +4.2% | +2.9% |
| YTD | +6.7% | -16.6% | +23.3% | +6.5% |
| 1Y | -1.1% | -22.0% | +20.9% | -1.3% |
| 3Y | -8.7% | +470.2% | -478.9% | -25.4% |
| All | -20.5% | +574.4% | -594.9% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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