-8.9%
KVUE vs FFIV
+151.3%
-160.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.3% | -3.7% |
| 7D | -7.2% | +3.5% | -10.7% | -7.4% |
| 30D | -5.7% | -1.3% | -4.4% | -5.6% |
| 3M | +0.2% | +2.4% | -2.2% | -0.2% |
| 6M | 0.0% | +41.8% | -41.8% | -3.7% |
| YTD | +6.5% | +58.5% | -52.0% | +0.7% |
| 1Y | -1.4% | +24.3% | -25.8% | -3.4% |
| All | -8.9% | +151.3% | -160.2% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling