-18.0%
KVUE vs CMS
+27.7%
-45.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -3.6% | +16.7% | +14.3% |
| 7D | +13.1% | -3.6% | +16.7% | +14.3% |
| 30D | +13.1% | -3.6% | +16.7% | +14.3% |
| 3M | +13.1% | -3.6% | +16.7% | +14.3% |
| 6M | +12.7% | -7.2% | +19.9% | +15.5% |
| YTD | +15.9% | +2.6% | +13.3% | +14.0% |
| 1Y | +42.1% | -1.3% | +43.4% | +41.7% |
| 3Y | +17.3% | +42.5% | -25.2% | +9.0% |
| All | -18.0% | +27.7% | -45.7% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling