+28.5%
IR vs KVUE
-20.4%
+48.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.1% | -6.1% | +3.1% | -2.2% |
| 30D | -14.0% | -5.6% | -8.4% | -13.4% |
| 3M | +3.7% | -0.3% | +4.1% | +3.8% |
| 6M | -15.4% | +1.4% | -16.7% | -15.5% |
| YTD | -7.7% | +6.7% | -14.4% | -8.3% |
| 1Y | -8.8% | +1.0% | -9.8% | -9.0% |
| 3Y | +5.6% | -5.4% | +11.0% | +5.7% |
| All | +28.5% | -20.4% | +48.9% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling