-24.6%
KVUE vs Z
-25.3%
+0.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -7.2% | -7.1% | -0.2% | -6.7% |
| 30D | -5.7% | -4.8% | -0.9% | -5.4% |
| 3M | +0.2% | -9.3% | +9.5% | +0.7% |
| 6M | 0.0% | -29.0% | +29.0% | +2.0% |
| YTD | +6.5% | -52.9% | +59.4% | +11.6% |
| 1Y | -1.4% | -63.1% | +61.7% | +5.2% |
| 3Y | -5.6% | -36.9% | +31.3% | -6.0% |
| All | -24.6% | -25.3% | +0.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling