+52.5%
KO vs KVUE
-20.4%
+72.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.2% | -5.1% | +5.4% | +1.2% |
| 30D | +1.8% | -6.3% | +8.1% | +3.0% |
| 3M | +7.7% | -0.5% | +8.2% | +7.8% |
| 6M | +15.3% | +3.1% | +12.2% | +14.7% |
| YTD | +28.0% | +6.7% | +21.3% | +26.7% |
| 1Y | +34.3% | -1.1% | +35.4% | +34.7% |
| 3Y | +63.8% | -8.7% | +72.5% | +66.3% |
| All | +52.5% | -20.4% | +72.9% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling