-24.5%
KVUE vs COPX
+144.6%
-169.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 6M | +3.1% | +7.9% | -4.9% | +1.9% |
| YTD | +6.7% | +23.7% | -17.0% | +3.9% |
| 1Y | -1.1% | +71.5% | -72.7% | -7.3% |
| 3Y | -8.7% | +149.1% | -157.8% | -22.4% |
| All | -24.5% | +144.6% | -169.1% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling