-21.9%
KVUE vs TXT
+20.2%
-42.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -3.3% | -11.1% | +7.8% | -2.1% |
| 3M | +6.0% | -13.0% | +18.9% | +7.4% |
| 6M | +2.3% | -16.2% | +18.5% | +4.0% |
| YTD | +10.3% | -8.7% | +19.1% | +11.2% |
| 1Y | +4.6% | -3.8% | +8.4% | +4.8% |
| 3Y | -2.2% | +5.5% | -7.7% | -3.3% |
| All | -21.9% | +20.2% | -42.1% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling