-18.0%
KVUE vs CFG
+192.1%
-210.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +4.5% | +8.6% | +12.5% |
| 7D | +13.1% | +4.5% | +8.6% | +12.5% |
| 30D | +13.1% | +4.5% | +8.6% | +12.5% |
| 3M | +13.1% | +4.5% | +8.6% | +12.5% |
| 6M | +12.7% | -0.5% | +13.2% | +12.8% |
| YTD | +15.9% | +12.4% | +3.5% | +13.9% |
| 1Y | +42.1% | +29.8% | +12.3% | +37.1% |
| 3Y | +17.3% | +210.2% | -192.9% | +4.0% |
| All | -18.0% | +192.1% | -210.1% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling