+11.4%
FPS vs KVUE
+5.1%
+6.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +4.9% | +2.1% |
| 7D | +10.4% | -1.9% | +12.3% | +9.4% |
| 30D | -16.5% | -3.3% | -13.2% | -17.8% |
| 3M | -45.5% | +6.0% | -51.5% | -45.4% |
| 6M | +2.1% | +2.3% | -0.2% | +3.6% |
| All | +11.4% | +5.1% | +6.3% | +11.3% |
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