-13.3%
IR vs KVUE
+3.5%
-16.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.5% |
| 7D | +0.6% | -1.9% | +2.5% | +1.8% |
| 30D | -13.6% | -3.3% | -10.3% | -11.8% |
| 3M | +3.7% | +6.0% | -2.3% | -1.9% |
| All | -13.3% | +3.5% | -16.7% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling