-24.5%
KVUE vs ESI
+98.7%
-123.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -5.1% | -4.6% | -0.5% | -5.0% |
| 30D | -6.3% | -10.5% | +4.2% | -6.0% |
| 3M | -0.5% | -19.8% | +19.3% | +0.1% |
| 6M | +3.1% | +5.8% | -2.7% | +1.0% |
| YTD | +6.7% | +38.3% | -31.6% | +2.1% |
| 1Y | -1.1% | +31.5% | -32.7% | -5.1% |
| 3Y | -8.7% | +80.7% | -89.4% | -16.2% |
| All | -24.5% | +98.7% | -123.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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