-21.9%
KVUE vs DRI
+56.2%
-78.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.6% |
| 7D | -1.9% | -1.2% | -0.7% | -1.7% |
| 30D | -3.3% | -0.4% | -2.9% | -3.3% |
| 3M | +6.0% | +9.5% | -3.6% | +4.2% |
| 6M | +2.3% | +6.5% | -4.1% | +1.0% |
| YTD | +10.3% | +18.4% | -8.1% | +6.9% |
| 1Y | +4.6% | +4.2% | +0.4% | +3.4% |
| 3Y | -2.2% | +57.1% | -59.3% | -10.8% |
| All | -21.9% | +56.2% | -78.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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