-24.4%
KVUE vs DG
-39.4%
+15.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -6.1% | -6.3% | +0.2% | -5.6% |
| 30D | -5.6% | +2.4% | -8.0% | -5.8% |
| 3M | -0.3% | +12.4% | -12.8% | -1.4% |
| 6M | +1.4% | -14.9% | +16.3% | +2.3% |
| YTD | +6.7% | -6.1% | +12.8% | +7.0% |
| 1Y | +1.0% | +17.9% | -16.9% | -0.6% |
| 3Y | -5.4% | +3.1% | -8.5% | -6.7% |
| All | -24.4% | -39.4% | +15.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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