-24.6%
KVUE vs CP
+16.5%
-41.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | -7.2% | +0.6% | -7.8% | -7.3% |
| 30D | -5.7% | -0.5% | -5.2% | -5.6% |
| 3M | +0.2% | +0.1% | +0.1% | +0.1% |
| 6M | 0.0% | +7.8% | -7.8% | -1.5% |
| YTD | +6.5% | +22.9% | -16.3% | +2.6% |
| 1Y | -1.4% | +21.3% | -22.7% | -4.9% |
| 3Y | -5.6% | +20.4% | -26.0% | -10.0% |
| All | -24.6% | +16.5% | -41.1% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling