+247.9%
GS vs KVUE
-20.6%
+268.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.7% | -0.5% |
| 7D | +2.4% | -7.2% | +9.6% | +3.0% |
| 30D | -0.1% | -5.7% | +5.6% | +0.4% |
| 3M | +0.2% | +0.2% | 0.0% | -0.1% |
| 6M | +24.8% | 0.0% | +24.8% | +24.4% |
| YTD | +18.8% | +6.5% | +12.2% | +17.5% |
| 1Y | +37.3% | -1.4% | +38.7% | +37.5% |
| 3Y | +237.9% | -5.6% | +243.5% | +234.4% |
| All | +247.9% | -20.6% | +268.4% | +246.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling