-24.6%
KVUE vs WAB
+192.2%
-216.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.3% |
| 7D | -7.2% | +0.2% | -7.4% | -7.2% |
| 30D | -5.7% | -4.6% | -1.1% | -5.3% |
| 3M | +0.2% | +5.6% | -5.5% | -0.6% |
| 6M | 0.0% | +13.8% | -13.8% | -1.5% |
| YTD | +6.5% | +31.9% | -25.3% | +3.5% |
| 1Y | -1.4% | +48.3% | -49.7% | -5.2% |
| 3Y | -5.6% | +167.1% | -172.7% | -20.0% |
| All | -24.6% | +192.2% | -216.8% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling