-24.4%
KVUE vs EFV
+93.7%
-118.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -6.1% | -2.0% | -4.1% | -5.3% |
| 30D | -5.6% | -0.2% | -5.4% | -5.5% |
| 3M | -0.3% | +9.1% | -9.5% | -3.8% |
| 6M | +1.4% | +11.7% | -10.3% | -3.2% |
| YTD | +6.7% | +17.0% | -10.3% | -0.1% |
| 1Y | +1.0% | +26.7% | -25.8% | -8.8% |
| 3Y | -5.4% | +90.2% | -95.5% | -29.5% |
| All | -24.4% | +93.7% | -118.2% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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