-1.1%
KVUE vs CP
+20.2%
-21.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -5.1% | -2.6% | -2.5% | -4.5% |
| 30D | -6.3% | -3.7% | -2.6% | -5.5% |
| 3M | -0.5% | +0.1% | -0.6% | -0.7% |
| 6M | +3.1% | +7.8% | -4.8% | +1.1% |
| YTD | +6.7% | +21.7% | -15.0% | +3.1% |
| 1Y | -1.1% | +18.6% | -19.8% | -2.1% |
| All | -1.1% | +20.2% | -21.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling