+100.7%
ROST vs KVUE
-9.0%
+109.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.2% | -5.1% | +5.3% | +0.9% |
| 30D | -6.9% | -6.3% | -0.6% | -6.0% |
| 3M | -3.3% | -0.5% | -2.8% | -3.3% |
| 6M | +9.0% | +3.1% | +6.0% | +8.5% |
| YTD | +28.9% | +6.7% | +22.2% | +27.7% |
| 1Y | +54.0% | -1.1% | +55.1% | +53.9% |
| 3Y | +100.7% | -8.7% | +109.5% | +98.1% |
| All | +100.7% | -9.0% | +109.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 3y: compounded portfolio wealth divided by compounded KVUE 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…
3y analysis · Full analysis span regression · 6 months rolling