-11.0%
CMG vs KVUE
-20.4%
+9.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.1% | -5.1% | +3.1% | -1.4% |
| 30D | +10.9% | -6.3% | +17.2% | +11.9% |
| 3M | +15.8% | -0.5% | +16.3% | +15.8% |
| 6M | +6.9% | +3.1% | +3.9% | +6.4% |
| YTD | -2.2% | +6.7% | -8.9% | -3.1% |
| 1Y | -7.1% | -1.1% | -5.9% | -7.1% |
| 3Y | -7.1% | -8.7% | +1.6% | -7.1% |
| All | -11.0% | -20.4% | +9.4% | -10.1% |
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 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