-17.8%
KVUE vs TLN
+602.5%
-620.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.6% | -1.8% |
| 7D | -1.9% | +10.9% | -12.8% | -1.8% |
| 30D | -3.3% | -6.3% | +3.0% | -3.4% |
| 3M | +6.0% | -10.7% | +16.6% | +5.8% |
| 6M | +2.3% | +1.6% | +0.7% | +2.2% |
| YTD | +10.3% | -13.1% | +23.4% | +10.1% |
| 1Y | +4.6% | -15.1% | +19.6% | +4.4% |
| 3Y | -2.2% | +495.0% | -497.2% | -20.0% |
| All | -17.8% | +602.5% | -620.2% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling