-24.6%
KVUE vs CAG
-51.9%
+27.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | -7.2% | -6.6% | -0.6% | -5.1% |
| 30D | -5.7% | +2.3% | -8.0% | -6.4% |
| 3M | +0.2% | +16.3% | -16.2% | -4.9% |
| 6M | 0.0% | -16.0% | +16.1% | +5.2% |
| YTD | +6.5% | -7.7% | +14.2% | +8.4% |
| 1Y | -1.4% | -16.0% | +14.6% | +3.4% |
| 3Y | -5.6% | -37.7% | +32.1% | +7.8% |
| All | -24.6% | -51.9% | +27.3% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling