-20.4%
KVUE vs FE
+38.6%
-59.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.2% | +1.9% | -4.2% | -3.0% |
| 30D | -3.7% | -1.2% | -2.5% | -3.3% |
| 3M | +12.3% | +3.5% | +8.8% | +10.7% |
| 6M | +5.4% | -6.1% | +11.5% | +7.9% |
| YTD | +12.4% | +7.6% | +4.8% | +8.7% |
| 1Y | -4.4% | +11.9% | -16.3% | -8.8% |
| 3Y | -7.5% | +48.4% | -56.0% | -17.2% |
| All | -20.4% | +38.6% | -59.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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