+471.0%
GLW vs KVUE
-9.0%
+480.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.8% | -5.1% | +13.0% | +7.6% |
| 30D | -0.4% | -6.3% | +5.9% | -0.7% |
| 3M | -5.6% | -0.5% | -5.1% | -5.9% |
| 6M | +26.7% | +3.1% | +23.6% | +26.0% |
| YTD | +91.0% | +6.7% | +84.4% | +89.9% |
| 1Y | +122.4% | -1.1% | +123.5% | +123.3% |
| 3Y | +471.0% | -8.7% | +479.7% | +457.8% |
| All | +471.0% | -9.0% | +480.0% | +457.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling