+73.1%
CME vs KVUE
-17.7%
+90.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -2.9% | -1.9% | -0.9% | -2.7% |
| 30D | +5.5% | -3.3% | +8.8% | +5.9% |
| 3M | +11.0% | +6.0% | +5.0% | +10.2% |
| 6M | -9.7% | +2.3% | -12.0% | -10.0% |
| YTD | +4.9% | +10.3% | -5.5% | +3.5% |
| 1Y | +10.1% | +4.6% | +5.5% | +9.1% |
| 3Y | +53.5% | -2.2% | +55.7% | +53.2% |
| All | +73.1% | -17.7% | +90.8% | +74.8% |
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