+6.8%
BA vs KVUE
-20.4%
+27.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.8% | +2.8% |
| 7D | -0.8% | -5.1% | +4.3% | -0.2% |
| 30D | -9.0% | -6.3% | -2.7% | -8.3% |
| 3M | -5.0% | -0.5% | -4.5% | -5.0% |
| 6M | -1.7% | +3.1% | -4.8% | -2.1% |
| YTD | -3.1% | +6.7% | -9.8% | -3.7% |
| 1Y | -4.3% | -1.1% | -3.2% | -4.5% |
| 3Y | -0.3% | -8.7% | +8.5% | -0.4% |
| All | +6.8% | -20.4% | +27.2% | +5.1% |
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 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