-21.9%
KVUE vs ESI
+109.5%
-131.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | -1.9% | +5.4% | -7.3% | -2.1% |
| 30D | -3.3% | -4.2% | +0.9% | -3.2% |
| 3M | +6.0% | -9.6% | +15.6% | +5.9% |
| 6M | +2.3% | +18.3% | -16.0% | -0.3% |
| YTD | +10.3% | +45.8% | -35.5% | +5.4% |
| 1Y | +4.6% | +39.2% | -34.6% | +0.2% |
| 3Y | -2.2% | +86.3% | -88.5% | -10.4% |
| All | -21.9% | +109.5% | -131.4% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling