+1.0%
KVUE vs CMS
-1.5%
+2.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -6.1% | -1.3% | -4.8% | -5.6% |
| 30D | -5.6% | -2.8% | -2.8% | -4.5% |
| 3M | -0.3% | -7.1% | +6.8% | +3.0% |
| 6M | +1.4% | -10.0% | +11.4% | +5.4% |
| YTD | +6.7% | -0.9% | +7.7% | +7.4% |
| 1Y | +1.0% | -2.0% | +3.0% | +1.4% |
| All | +1.0% | -1.5% | +2.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling