-24.5%
KVUE vs FFIV
+215.9%
-240.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.3% |
| 7D | -5.1% | +5.4% | -10.6% | -5.5% |
| 30D | -6.3% | -2.7% | -3.7% | -6.1% |
| 3M | -0.5% | +4.5% | -5.0% | -1.1% |
| 6M | +3.1% | +42.2% | -39.1% | -1.2% |
| YTD | +6.7% | +61.3% | -54.6% | +0.2% |
| 1Y | -1.1% | +23.0% | -24.2% | -3.3% |
| 3Y | -8.7% | +156.3% | -165.0% | -21.5% |
| All | -24.5% | +215.9% | -240.4% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling