+211.0%
CAT vs KVUE
-13.6%
+224.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +170.3% | +13.0% | +157.2% | +112.8% |
| 7D | +170.3% | +13.0% | +157.2% | +112.8% |
| 30D | +170.3% | +13.0% | +157.2% | +112.8% |
| 3M | +170.3% | +13.0% | +157.2% | +112.8% |
| 6M | +170.3% | +13.0% | +157.2% | +112.8% |
| YTD | +170.3% | +13.0% | +157.2% | +112.8% |
| 1Y | +170.3% | +13.0% | +157.2% | +112.8% |
| 3Y | +167.5% | +17.3% | +150.1% | +109.3% |
| All | +211.0% | -13.6% | +224.6% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling