-24.5%
KVUE vs TXT
+22.5%
-47.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.3% |
| 7D | -5.1% | +2.5% | -7.6% | -5.4% |
| 30D | -6.3% | -8.9% | +2.5% | -5.4% |
| 3M | -0.5% | -13.6% | +13.1% | +1.0% |
| 6M | +3.1% | -13.1% | +16.2% | +4.4% |
| YTD | +6.7% | -7.0% | +13.7% | +7.3% |
| 1Y | -1.1% | -1.4% | +0.3% | -1.2% |
| 3Y | -8.7% | +7.0% | -15.7% | -10.0% |
| All | -24.5% | +22.5% | -47.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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