-24.6%
KVUE vs D
+37.4%
-62.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.9% |
| 7D | -7.2% | -0.4% | -6.8% | -7.1% |
| 30D | -5.7% | -2.1% | -3.6% | -5.1% |
| 3M | +0.2% | -0.7% | +0.9% | +0.4% |
| 6M | 0.0% | +5.6% | -5.6% | -1.9% |
| YTD | +6.5% | +14.6% | -8.1% | +1.5% |
| 1Y | -1.4% | +15.3% | -16.8% | -6.2% |
| 3Y | -5.6% | +59.1% | -64.7% | -16.8% |
| All | -24.6% | +37.4% | -62.0% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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