-8.9%
KVUE vs CMS
+34.5%
-43.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | -7.2% | +0.2% | -7.4% | -7.3% |
| 30D | -5.7% | -1.3% | -4.4% | -5.2% |
| 3M | +0.2% | -5.4% | +5.5% | +2.8% |
| 6M | 0.0% | -10.3% | +10.4% | +5.0% |
| YTD | +6.5% | -0.2% | +6.7% | +6.2% |
| 1Y | -1.4% | -0.9% | -0.5% | -1.5% |
| All | -8.9% | +34.5% | -43.4% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling