-24.5%
KVUE vs COO
-43.1%
+18.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -5.1% | -22.5% | +17.4% | -1.5% |
| 30D | -6.3% | -29.7% | +23.4% | -1.3% |
| 3M | -0.5% | -20.1% | +19.6% | +2.8% |
| 6M | +3.1% | -26.9% | +30.0% | +7.4% |
| YTD | +6.7% | -34.2% | +40.9% | +12.4% |
| 1Y | -1.1% | -21.3% | +20.1% | +1.9% |
| 3Y | -8.7% | -38.7% | +29.9% | -6.0% |
| All | -24.5% | -43.1% | +18.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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