+153.7%
BAC vs KVUE
-20.4%
+174.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | 0.0% | -5.1% | +5.1% | +0.7% |
| 30D | -2.8% | -6.3% | +3.5% | -2.0% |
| 3M | +14.2% | -0.5% | +14.7% | +14.2% |
| 6M | +30.5% | +3.1% | +27.5% | +29.9% |
| YTD | +15.8% | +6.7% | +9.1% | +14.6% |
| 1Y | +26.2% | -1.1% | +27.3% | +25.7% |
| 3Y | +136.5% | -8.7% | +145.3% | +134.4% |
| All | +153.7% | -20.4% | +174.1% | +154.9% |
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