-24.5%
KVUE vs Z
-24.4%
-0.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.4% |
| 7D | -5.1% | -6.0% | +0.9% | -4.7% |
| 30D | -6.3% | -2.3% | -4.0% | -6.2% |
| 3M | -0.5% | -0.6% | +0.1% | -0.6% |
| 6M | +3.1% | -27.6% | +30.7% | +5.0% |
| YTD | +6.7% | -52.4% | +59.0% | +11.7% |
| 1Y | -1.1% | -63.6% | +62.5% | +5.5% |
| 3Y | -8.7% | -36.4% | +27.6% | -9.2% |
| All | -24.5% | -24.4% | -0.1% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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