-20.4%
KVUE vs DECK
+7.1%
-27.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -2.2% | -2.2% | 0.0% | -2.1% |
| 30D | -3.7% | -13.6% | +9.9% | -2.8% |
| 3M | +12.3% | -21.2% | +33.5% | +13.9% |
| 6M | +5.4% | -21.1% | +26.5% | +6.8% |
| YTD | +12.4% | -17.2% | +29.7% | +13.6% |
| 1Y | -4.4% | -30.7% | +26.4% | -2.8% |
| 3Y | -7.5% | -3.4% | -4.2% | -5.0% |
| All | -20.4% | +7.1% | -27.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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