+307.9%
CAT vs KVUE
-20.4%
+328.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +0.6% | -5.1% | +5.7% | +0.8% |
| 30D | -4.3% | -6.3% | +2.0% | -4.1% |
| 3M | -8.6% | -0.5% | -8.1% | -8.8% |
| 6M | +16.1% | +3.1% | +13.0% | +15.6% |
| YTD | +43.8% | +6.7% | +37.1% | +43.0% |
| 1Y | +91.5% | -1.1% | +92.6% | +93.0% |
| 3Y | +202.7% | -8.7% | +211.5% | +203.1% |
| All | +307.9% | -20.4% | +328.3% | +328.4% |
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