+127.0%
ROST vs KVUE
-20.6%
+147.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.3% |
| 7D | -2.2% | -7.2% | +5.0% | -1.3% |
| 30D | -11.4% | -5.7% | -5.7% | -10.8% |
| 3M | -1.6% | +0.2% | -1.8% | -1.7% |
| 6M | +6.8% | 0.0% | +6.8% | +6.7% |
| YTD | +25.8% | +6.5% | +19.3% | +24.8% |
| 1Y | +52.4% | -1.4% | +53.8% | +52.3% |
| 3Y | +94.4% | -5.6% | +100.0% | +93.9% |
| All | +127.0% | -20.6% | +147.5% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling