-8.7%
KVUE vs CAG
-39.7%
+30.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -5.1% | -5.7% | +0.6% | -3.3% |
| 30D | -6.3% | -2.4% | -3.9% | -5.6% |
| 3M | -0.5% | +9.8% | -10.3% | -3.8% |
| 6M | +3.1% | -10.8% | +13.9% | +6.4% |
| YTD | +6.7% | -10.8% | +17.5% | +9.9% |
| 1Y | -1.1% | -19.0% | +17.8% | +4.9% |
| 3Y | -8.7% | -39.7% | +30.9% | +4.3% |
| All | -8.7% | -39.7% | +30.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling