+30.6%
IYR vs KVUE
-20.4%
+51.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -1.4% | -5.1% | +3.8% | -0.5% |
| 30D | -2.7% | -6.3% | +3.7% | -1.6% |
| 3M | -2.1% | -0.5% | -1.6% | -2.0% |
| 6M | +3.6% | +3.1% | +0.5% | +3.1% |
| YTD | +8.1% | +6.7% | +1.4% | +7.0% |
| 1Y | +4.7% | -1.1% | +5.9% | +4.8% |
| 3Y | +29.1% | -8.7% | +37.9% | +29.2% |
| All | +30.6% | -20.4% | +51.0% | +29.8% |
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