-20.4%
KVUE vs EXPD
+67.5%
-87.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -2.2% | -1.1% | -1.1% | -2.1% |
| 30D | -3.7% | +4.1% | -7.7% | -4.1% |
| 3M | +12.3% | +17.9% | -5.6% | +10.5% |
| 6M | +5.4% | +29.2% | -23.8% | +2.8% |
| YTD | +12.4% | +27.4% | -14.9% | +9.3% |
| 1Y | -4.4% | +56.8% | -61.2% | -9.5% |
| 3Y | -7.5% | +68.0% | -75.6% | -15.0% |
| All | -20.4% | +67.5% | -87.9% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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