-24.4%
KVUE vs FFIV
+205.7%
-230.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -6.1% | +1.6% | -7.7% | -6.2% |
| 30D | -5.6% | -3.7% | -1.8% | -5.3% |
| 3M | -0.3% | +2.0% | -2.3% | -0.7% |
| 6M | +1.4% | +39.3% | -37.9% | -2.8% |
| YTD | +6.7% | +56.1% | -49.4% | +0.5% |
| 1Y | +1.0% | +22.0% | -21.0% | -1.3% |
| 3Y | -5.4% | +148.2% | -153.6% | -18.5% |
| All | -24.4% | +205.7% | -230.2% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling