+315.3%
AMAT vs KVUE
-20.4%
+335.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.1% |
| 7D | +4.2% | -6.1% | +10.3% | +3.4% |
| 30D | -13.5% | -5.6% | -8.0% | -14.1% |
| 3M | -8.6% | -0.3% | -8.2% | -8.7% |
| 6M | +31.6% | +1.4% | +30.2% | +31.5% |
| YTD | +77.3% | +6.7% | +70.5% | +78.0% |
| 1Y | +179.4% | +1.0% | +178.4% | +180.1% |
| 3Y | +215.0% | -5.4% | +220.4% | +218.4% |
| All | +315.3% | -20.4% | +335.7% | +337.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling