+473.2%
GLW vs KVUE
-17.7%
+491.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.9% | +9.4% | +7.5% |
| 7D | +14.0% | -1.9% | +15.9% | +14.0% |
| 30D | +0.4% | -3.3% | +3.7% | +0.3% |
| 3M | -11.3% | +6.0% | -17.3% | -11.8% |
| 6M | +35.1% | +2.3% | +32.7% | +34.6% |
| YTD | +90.5% | +10.3% | +80.2% | +89.1% |
| 1Y | +132.0% | +4.6% | +127.4% | +132.3% |
| 3Y | +463.3% | -2.2% | +465.5% | +464.2% |
| All | +473.2% | -17.7% | +491.0% | +521.6% |
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