-21.9%
KVUE vs COMP
+397.7%
-419.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -1.7% |
| 7D | -1.9% | +4.1% | -6.0% | -2.1% |
| 30D | -3.3% | -14.5% | +11.2% | -2.5% |
| 3M | +6.0% | +41.8% | -35.9% | +4.0% |
| 6M | +2.3% | +23.6% | -21.2% | +0.6% |
| YTD | +10.3% | +1.7% | +8.6% | +9.1% |
| 1Y | +4.6% | +12.6% | -8.0% | +2.7% |
| 3Y | -2.2% | +221.9% | -224.1% | -9.7% |
| All | -21.9% | +397.7% | -419.6% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling