+35.3%
ADP vs KVUE
-17.7%
+53.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.3% |
| 7D | -5.5% | -1.9% | -3.6% | -5.3% |
| 30D | -1.2% | -3.3% | +2.1% | -0.8% |
| 3M | +17.9% | +6.0% | +11.9% | +17.3% |
| 6M | +20.3% | +2.3% | +18.0% | +20.1% |
| YTD | +5.8% | +10.3% | -4.5% | +4.7% |
| 1Y | -7.7% | +4.6% | -12.3% | -8.0% |
| 3Y | +14.7% | -2.2% | +16.9% | +15.4% |
| All | +35.3% | -17.7% | +53.0% | +41.5% |
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