-24.4%
KVUE vs XRT
+44.6%
-69.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -6.1% | -3.6% | -2.5% | -5.2% |
| 30D | -5.6% | -6.7% | +1.1% | -3.9% |
| 3M | -0.3% | -1.4% | +1.0% | +0.1% |
| 6M | +1.4% | +1.7% | -0.3% | +1.0% |
| YTD | +6.7% | -1.5% | +8.2% | +7.0% |
| 1Y | +1.0% | -2.5% | +3.4% | +1.3% |
| 3Y | -5.4% | +39.9% | -45.3% | -13.3% |
| All | -24.4% | +44.6% | -69.1% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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