-24.6%
KVUE vs DT
+18.3%
-42.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | -7.2% | -0.5% | -6.7% | -7.2% |
| 30D | -5.7% | +0.1% | -5.7% | -5.7% |
| 3M | +0.2% | +24.1% | -24.0% | -0.4% |
| 6M | 0.0% | +30.1% | -30.1% | -0.7% |
| YTD | +6.5% | +16.8% | -10.2% | +6.3% |
| 1Y | -1.4% | -0.1% | -1.3% | -0.9% |
| 3Y | -5.6% | +6.8% | -12.4% | -5.0% |
| All | -24.6% | +18.3% | -42.9% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling