-24.5%
KVUE vs DVA
+106.5%
-131.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.1% | -1.3% | -3.8% | -5.0% |
| 30D | -6.3% | 0.0% | -6.3% | -6.3% |
| 3M | -0.5% | -10.9% | +10.4% | +0.5% |
| 6M | +3.1% | +17.3% | -14.2% | +0.1% |
| YTD | +6.7% | +59.8% | -53.1% | -1.0% |
| 1Y | -1.1% | +36.3% | -37.4% | -6.2% |
| 3Y | -8.7% | +88.6% | -97.3% | -17.6% |
| All | -24.5% | +106.5% | -131.0% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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