+163.4%
JCI vs KVUE
-20.4%
+183.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.7% | -5.1% | +5.9% | +1.1% |
| 30D | -4.4% | -6.3% | +1.9% | -4.0% |
| 3M | +1.7% | -0.5% | +2.2% | +1.5% |
| 6M | +8.8% | +3.1% | +5.7% | +8.3% |
| YTD | +22.6% | +6.7% | +16.0% | +21.7% |
| 1Y | +36.2% | -1.1% | +37.4% | +36.3% |
| 3Y | +168.0% | -8.7% | +176.8% | +167.2% |
| All | +163.4% | -20.4% | +183.8% | +168.3% |
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 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