-24.5%
KVUE vs TRU
+23.1%
-47.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.2% |
| 7D | -5.1% | -2.7% | -2.4% | -4.8% |
| 30D | -6.3% | -2.0% | -4.3% | -6.2% |
| 3M | -0.5% | +18.4% | -19.0% | -2.1% |
| 6M | +3.1% | +8.9% | -5.8% | +2.0% |
| YTD | +6.7% | -8.9% | +15.6% | +6.9% |
| 1Y | -1.1% | -15.9% | +14.7% | -0.4% |
| 3Y | -8.7% | -1.1% | -7.7% | -11.1% |
| All | -24.5% | +23.1% | -47.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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