+161.4%
JCI vs KVUE
-20.6%
+182.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | +4.1% | -7.2% | +11.3% | +4.6% |
| 30D | -3.8% | -5.7% | +1.9% | -3.5% |
| 3M | -1.6% | +0.2% | -1.8% | -1.8% |
| 6M | +9.5% | 0.0% | +9.5% | +9.2% |
| YTD | +21.7% | +6.5% | +15.2% | +20.8% |
| 1Y | +37.1% | -1.4% | +38.6% | +37.2% |
| 3Y | +165.2% | -5.6% | +170.8% | +164.1% |
| All | +161.4% | -20.6% | +182.0% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling