+46.2%
CARR vs KVUE
-20.4%
+66.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | -5.1% | +1.4% | -3.2% |
| 30D | -8.9% | -6.3% | -2.6% | -8.3% |
| 3M | -17.3% | -0.5% | -16.8% | -17.3% |
| 6M | -1.4% | +3.1% | -4.5% | -1.8% |
| YTD | +10.0% | +6.7% | +3.3% | +9.2% |
| 1Y | -6.4% | -1.1% | -5.2% | -5.7% |
| 3Y | +1.5% | -8.7% | +10.3% | +4.0% |
| All | +46.2% | -20.4% | +66.6% | +52.2% |
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