-18.0%
KVUE vs COMP
+316.7%
-334.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +3.2% | +9.1% | +12.2% |
| 7D | +12.3% | +3.2% | +9.1% | +12.2% |
| 30D | +12.3% | +3.2% | +9.1% | +12.2% |
| 3M | +12.3% | +3.2% | +9.1% | +12.2% |
| 6M | +12.7% | +18.9% | -6.2% | +11.6% |
| YTD | +15.9% | -14.9% | +30.7% | +15.9% |
| 1Y | +42.1% | +21.0% | +21.2% | +39.7% |
| 3Y | +17.3% | +326.5% | -309.2% | +8.6% |
| All | -18.0% | +316.7% | -334.7% | -22.6% |
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