-24.4%
KVUE vs CFG
+216.2%
-240.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -6.1% | -1.7% | -4.4% | -5.9% |
| 30D | -5.6% | -4.6% | -1.0% | -5.0% |
| 3M | -0.3% | +7.9% | -8.2% | -1.4% |
| 6M | +1.4% | +19.9% | -18.5% | -1.0% |
| YTD | +6.7% | +21.7% | -14.9% | +3.8% |
| 1Y | +1.0% | +38.4% | -37.5% | -3.4% |
| 3Y | -5.4% | +187.0% | -192.4% | -17.0% |
| All | -24.4% | +216.2% | -240.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 5y: compounded portfolio wealth divided by compounded CFG 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…
5y analysis · Full analysis span regression · 6 months rolling