+28.2%
IR vs KVUE
-20.4%
+48.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -4.5% | -5.1% | +0.6% | -3.8% |
| 30D | -13.9% | -6.3% | -7.6% | -13.2% |
| 3M | -0.3% | -0.5% | +0.2% | -0.2% |
| 6M | -14.3% | +3.1% | -17.4% | -14.6% |
| YTD | -7.9% | +6.7% | -14.6% | -8.5% |
| 1Y | -9.9% | -1.1% | -8.8% | -9.8% |
| 3Y | +6.5% | -8.7% | +15.3% | +7.1% |
| All | +28.2% | -20.4% | +48.6% | +34.3% |
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 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