-24.5%
KVUE vs WTW
+46.1%
-70.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -5.1% | -5.7% | +0.6% | -3.9% |
| 30D | -6.3% | -7.3% | +0.9% | -4.8% |
| 3M | -0.5% | +21.5% | -22.0% | -4.9% |
| 6M | +3.1% | +9.6% | -6.5% | +0.4% |
| YTD | +6.7% | -3.3% | +10.0% | +6.7% |
| 1Y | -1.1% | -6.1% | +5.0% | -0.1% |
| 3Y | -8.7% | +61.8% | -70.6% | -12.5% |
| All | -24.5% | +46.1% | -70.6% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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