-20.4%
KVUE vs CSGP
-58.1%
+37.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | -2.2% | -4.1% | +1.8% | -1.8% |
| 30D | -3.7% | +2.3% | -6.0% | -4.0% |
| 3M | +12.3% | -8.2% | +20.4% | +12.9% |
| 6M | +5.4% | -35.1% | +40.5% | +9.6% |
| YTD | +12.4% | -54.0% | +66.5% | +21.0% |
| 1Y | -4.4% | -65.3% | +60.9% | +6.5% |
| 3Y | -7.5% | -62.6% | +55.0% | +0.3% |
| All | -20.4% | -58.1% | +37.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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