-24.6%
KVUE vs CCI
-23.9%
-0.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.3% |
| 7D | -7.2% | -0.3% | -6.9% | -7.2% |
| 30D | -5.7% | +2.1% | -7.8% | -6.1% |
| 3M | +0.2% | -17.8% | +18.0% | +4.3% |
| 6M | 0.0% | -14.2% | +14.2% | +3.0% |
| YTD | +6.5% | -13.3% | +19.9% | +9.0% |
| 1Y | -1.4% | -16.6% | +15.2% | +1.8% |
| 3Y | -5.6% | -10.8% | +5.2% | -1.1% |
| All | -24.6% | -23.9% | -0.7% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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