+131.3%
B vs KVUE
-20.4%
+151.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.4% | -5.1% | +2.7% | -1.9% |
| 30D | +6.3% | -6.3% | +12.7% | +7.0% |
| 3M | +12.1% | -0.5% | +12.7% | +12.2% |
| 6M | -3.1% | +3.1% | -6.2% | -3.3% |
| YTD | +2.0% | +6.7% | -4.7% | +1.6% |
| 1Y | +51.7% | -1.1% | +52.8% | +53.9% |
| 3Y | +190.5% | -8.7% | +199.2% | +195.2% |
| All | +131.3% | -20.4% | +151.7% | +147.4% |
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