+17.6%
CL vs KVUE
-20.6%
+38.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | -2.3% | -7.2% | +4.9% | -0.3% |
| 30D | -5.5% | -5.7% | +0.2% | -4.0% |
| 3M | +0.8% | +0.2% | +0.7% | +0.9% |
| 6M | -4.2% | 0.0% | -4.2% | -4.2% |
| YTD | +13.4% | +6.5% | +6.9% | +12.0% |
| 1Y | +7.1% | -1.4% | +8.5% | +7.7% |
| 3Y | +29.0% | -5.6% | +34.6% | +31.1% |
| All | +17.6% | -20.6% | +38.2% | +24.1% |
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 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