-24.5%
KVUE vs DD
+69.3%
-93.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.1% | -3.5% | -1.6% | -4.6% |
| 30D | -6.3% | -11.7% | +5.3% | -4.5% |
| 3M | -0.5% | -9.2% | +8.7% | +0.9% |
| 6M | +3.1% | -7.2% | +10.3% | +3.8% |
| YTD | +6.7% | +6.6% | +0.1% | +5.1% |
| 1Y | -1.1% | +32.0% | -33.1% | -6.0% |
| 3Y | -8.7% | +42.1% | -50.9% | -15.6% |
| All | -24.5% | +69.3% | -93.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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