-24.5%
KVUE vs DT
+19.4%
-43.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -5.1% | -1.6% | -3.5% | -5.1% |
| 30D | -6.3% | +3.0% | -9.4% | -6.4% |
| 3M | -0.5% | +26.5% | -27.0% | -1.1% |
| 6M | +3.1% | +35.9% | -32.8% | +2.2% |
| YTD | +6.7% | +17.8% | -11.1% | +6.4% |
| 1Y | -1.1% | +4.1% | -5.2% | -0.8% |
| 3Y | -8.7% | +5.3% | -14.0% | -8.3% |
| All | -24.5% | +19.4% | -43.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 5y: compounded portfolio wealth divided by compounded DT 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…
5y analysis · Full analysis span regression · 6 months rolling