-8.7%
KVUE vs COPX
+149.4%
-158.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.1% | -2.3% | -2.8% | -5.0% |
| 30D | -6.3% | +0.3% | -6.6% | -6.4% |
| 3M | -0.5% | +6.8% | -7.3% | -0.9% |
| 6M | +3.1% | +7.9% | -4.9% | +2.1% |
| YTD | +6.7% | +23.7% | -17.0% | +4.5% |
| 1Y | -1.1% | +71.5% | -72.7% | -5.9% |
| 3Y | -8.7% | +149.1% | -157.8% | -21.6% |
| All | -8.7% | +149.4% | -158.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling