-24.6%
KVUE vs TPR
+220.1%
-244.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -3.2% |
| 7D | -7.2% | -7.3% | +0.1% | -6.6% |
| 30D | -5.7% | -30.7% | +25.0% | -2.9% |
| 3M | +0.2% | -21.6% | +21.8% | +1.9% |
| 6M | 0.0% | -21.3% | +21.4% | +1.5% |
| YTD | +6.5% | -10.2% | +16.7% | +6.8% |
| 1Y | -1.4% | +9.5% | -10.9% | -3.1% |
| 3Y | -5.6% | +280.8% | -286.4% | -21.3% |
| All | -24.6% | +220.1% | -244.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling