-21.9%
KVUE vs FFIV
+198.9%
-220.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.9% |
| 7D | -1.9% | -1.5% | -0.4% | -1.8% |
| 30D | -3.3% | -2.7% | -0.7% | -3.2% |
| 3M | +6.0% | -1.7% | +7.6% | +5.8% |
| 6M | +2.3% | +36.1% | -33.8% | -1.7% |
| YTD | +10.3% | +52.6% | -42.3% | +4.0% |
| 1Y | +4.6% | +21.5% | -16.9% | +2.3% |
| 3Y | -2.2% | +142.7% | -144.9% | -15.6% |
| All | -21.9% | +198.9% | -220.8% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling