-24.6%
KVUE vs COMP
+394.4%
-419.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -7.2% | +0.8% | -8.1% | -7.3% |
| 30D | -5.7% | -13.9% | +8.2% | -5.0% |
| 3M | +0.2% | +30.7% | -30.6% | -1.3% |
| 6M | 0.0% | +18.7% | -18.6% | -1.5% |
| YTD | +6.5% | +1.0% | +5.5% | +5.3% |
| 1Y | -1.4% | +15.1% | -16.5% | -3.2% |
| 3Y | -5.6% | +219.8% | -225.4% | -12.8% |
| All | -24.6% | +394.4% | -419.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling