-24.5%
KVUE vs WAT
+37.2%
-61.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.2% |
| 7D | -5.1% | -0.3% | -4.9% | -5.1% |
| 30D | -6.3% | -1.9% | -4.4% | -6.2% |
| 3M | -0.5% | +13.5% | -14.0% | -1.6% |
| 6M | +3.1% | +37.2% | -34.2% | +0.1% |
| YTD | +6.7% | +7.5% | -0.8% | +5.4% |
| 1Y | -1.1% | +35.0% | -36.1% | -4.6% |
| 3Y | -8.7% | +55.1% | -63.8% | -15.9% |
| All | -24.5% | +37.2% | -61.7% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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