-24.6%
KVUE vs FGI
-19.3%
-5.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -3.5% |
| 7D | -7.2% | +14.7% | -21.9% | -7.3% |
| 30D | -5.7% | +67.0% | -72.6% | -6.5% |
| 3M | +0.2% | +31.0% | -30.9% | -0.6% |
| 6M | 0.0% | +126.8% | -126.8% | -1.6% |
| YTD | +6.5% | +35.6% | -29.1% | +5.2% |
| 1Y | -1.4% | +108.9% | -110.3% | -3.2% |
| 3Y | -5.6% | -0.3% | -5.3% | -7.4% |
| All | -24.6% | -19.3% | -5.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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