+123.2%
IBM vs KVUE
-20.4%
+143.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.6% | -5.1% | +8.7% | +4.2% |
| 30D | +3.1% | -6.3% | +9.4% | +3.8% |
| 3M | -10.8% | -0.5% | -10.3% | -10.5% |
| 6M | -0.8% | +3.1% | -3.9% | -0.7% |
| YTD | -16.2% | +6.7% | -22.9% | -16.5% |
| 1Y | -2.9% | -1.1% | -1.7% | -2.5% |
| 3Y | +79.8% | -8.7% | +88.6% | +81.2% |
| All | +123.2% | -20.4% | +143.7% | +125.4% |
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