-24.5%
KVUE vs WAB
+195.1%
-219.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.2% |
| 7D | -5.1% | +0.1% | -5.3% | -5.1% |
| 30D | -6.3% | -4.1% | -2.3% | -6.0% |
| 3M | -0.5% | +8.2% | -8.7% | -1.5% |
| 6M | +3.1% | +15.4% | -12.3% | +1.4% |
| YTD | +6.7% | +33.1% | -26.5% | +3.6% |
| 1Y | -1.1% | +48.1% | -49.2% | -4.9% |
| 3Y | -8.7% | +167.7% | -176.5% | -22.6% |
| All | -24.5% | +195.1% | -219.6% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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