+157.9%
COF vs KVUE
-20.4%
+178.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.1% | -5.1% | 0.0% | -4.6% |
| 30D | -6.0% | -6.3% | +0.3% | -5.3% |
| 3M | +14.8% | -0.5% | +15.3% | +15.0% |
| 6M | +15.3% | +3.1% | +12.2% | +15.0% |
| YTD | -13.0% | +6.7% | -19.7% | -13.6% |
| 1Y | -5.7% | -1.1% | -4.6% | -6.6% |
| 3Y | +118.1% | -8.7% | +126.9% | +113.6% |
| All | +157.9% | -20.4% | +178.4% | +150.6% |
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 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