-24.6%
KVUE vs DD
+70.5%
-95.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -3.1% |
| 7D | -7.2% | -3.8% | -3.4% | -6.7% |
| 30D | -5.7% | -9.2% | +3.5% | -4.3% |
| 3M | +0.2% | -9.0% | +9.1% | +1.5% |
| 6M | 0.0% | -5.0% | +5.0% | +0.4% |
| YTD | +6.5% | +7.4% | -0.9% | +4.8% |
| 1Y | -1.4% | +35.1% | -36.5% | -6.6% |
| 3Y | -5.6% | +43.2% | -48.8% | -12.8% |
| All | -24.6% | +70.5% | -95.1% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling