-24.5%
KVUE vs DGX
+84.6%
-109.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.6% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | -6.3% | -1.2% | -5.2% | -6.0% |
| 3M | -0.5% | +15.8% | -16.3% | -5.7% |
| 6M | +3.1% | +18.2% | -15.1% | -3.2% |
| YTD | +6.7% | +37.2% | -30.5% | -5.5% |
| 1Y | -1.1% | +30.4% | -31.5% | -10.8% |
| 3Y | -8.7% | +96.7% | -105.5% | -28.5% |
| All | -24.5% | +84.6% | -109.1% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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