+54.7%
COP vs KVUE
-17.7%
+72.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.6% |
| 7D | -0.8% | -1.9% | +1.1% | -0.8% |
| 30D | +15.6% | -3.3% | +18.9% | +15.7% |
| 3M | +14.3% | +6.0% | +8.4% | +13.9% |
| 6M | +17.0% | +2.3% | +14.6% | +16.9% |
| YTD | +47.4% | +10.3% | +37.1% | +46.4% |
| 1Y | +52.4% | +4.6% | +47.8% | +52.1% |
| 3Y | +20.8% | -2.2% | +23.0% | +20.8% |
| All | +54.7% | -17.7% | +72.4% | +59.2% |
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